UBS Group AG APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.77% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 20.84 | |
| 0.0777 | 32.33 | |
| 0.9181 | 411.34 | |
| 0.4804 | 22.76 | |
| 1.1363 | 33.41 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities