UBS (CH) Property Fund - Swiss Commercial Interswiss Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6259 | 1.95 | |
| 0.2537 | 8.50 | |
| 0.5541 | 11.61 | |
| -0.0259 | -0.22 | |
| 0.0867 | 0.53 | |
| -0.1719 | -2.14 | |
| 0.1830 | 3.77 | |
| -0.0881 | -2.56 | |
| 0.0243 | 0.77 | |
| -0.0300 | -0.82 | |
| 0.0860 | 1.68 |
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Jan 3, 1990 to Nov 19, 2021
News Impact Curve
Volatility Forecasts
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