UBS Group AG EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.85% (+4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 10.45 | |
| 0.1403 | 34.21 | |
| 0.9865 | 1,160.57 | |
| -0.0637 | -21.68 |
Estimation Period:
May 16, 2000 to Feb 6, 2026
May 16, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities