UBS Group AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.73% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 17.67 | |
| 0.0250 | 12.93 | |
| 0.9121 | 429.02 | |
| 0.0888 | 19.35 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities