UBS Group AG EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.71% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 14.45 | |
| 0.1430 | 36.64 | |
| 0.9796 | 1,056.69 | |
| -0.0643 | -18.03 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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