UBS Group AG AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.40% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0146 | 3.11 | |
| 0.0692 | 24.59 | |
| 0.9171 | 308.88 | |
| 0.8301 | 19.08 |
Estimation Period:
May 16, 2000 to Feb 6, 2026
May 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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