UBS Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.82% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 15.15 | |
| 0.0222 | 12.04 | |
| 0.9248 | 502.64 | |
| 0.0809 | 16.33 |
Estimation Period:
May 16, 2000 to Feb 6, 2026
May 16, 2000 to Feb 6, 2026
News Impact Curve
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