UBS Group AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.79% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.4339 | 4.67 | |
| 0.0772 | 29.05 | |
| 0.9884 | 414.76 | |
| 5.5511 | 7.65 |
Estimation Period:
May 16, 2000 to Feb 6, 2026
May 16, 2000 to Feb 6, 2026
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