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UBS (CH) Property Fund - Swiss Commercial Interswiss 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 SGARCH
paramt-stat
ω0.62591.95
α0.25378.50
β0.554111.61
γ1-0.0259-0.22
γ20.08670.53
γ3-0.1719-2.14
γ40.18303.77
γ5-0.0881-2.56
γ60.02430.77
γ7-0.0300-0.82
γ80.08601.68
Estimation Period:
Jan 3, 1990 to Nov 19, 2021
Impact of return on volatility tomorrow
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