UBS Group AG APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.61% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 18.72 | |
| 0.0743 | 30.49 | |
| 0.9257 | 428.77 | |
| 0.4892 | 20.70 | |
| 1.1133 | 26.98 |
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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