UBS Group AG GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7284 | 4.86 | |
| 0.0731 | 33.85 | |
| 0.9881 | 392.72 | |
| 4.9218 | 10.44 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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