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UBS Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.63% (-1.90%)
Analysis last updated: Sunday, February 8, 2026 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of UBS Group AG S0GARCH
paramt-stat
ω0.88335.32
α0.09118.73
β0.873466.77
γ10.02080.68
γ20.00090.02
γ3-0.0859-2.41
γ40.15394.77
γ5-0.1653-5.27
γ60.10612.94
γ7-0.0246-0.71
γ8-0.0154-0.64
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts