UBS Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.15% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3401 | 4.55 | |
| 0.0886 | 7.78 | |
| 0.8824 | 68.42 | |
| 0.0827 | 4.85 | |
| -0.1323 | -5.47 | |
| 0.0785 | 5.35 | |
| -0.0383 | -3.86 |
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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