UBS Group AG MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.56% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0294 | 11.27 | |
| 0.8376 | 148.11 | |
| 0.1234 | 27.29 | |
| 0.0185 | 4.17 | |
| 0.0267 | 4.01 | |
| 0.9679 | 119.67 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities