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UBS (CH) Property Fund - Swiss Commercial Interswiss Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, November 22, 2021 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS (CH) Property Fund - Swiss Commercial Interswiss S0GARCH
paramt-stat
ω0.64301.98
α0.25108.71
β0.563012.26
γ1-0.0184-0.16
γ20.07410.45
γ3-0.1613-1.98
γ40.17163.49
γ5-0.0745-2.15
γ60.00490.16
γ70.00630.21
γ8-0.0070-0.28
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
Volatility Forecasts