UBS Group AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.63% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8833 | 5.32 | |
| 0.0911 | 8.73 | |
| 0.8734 | 66.77 | |
| 0.0208 | 0.68 | |
| 0.0009 | 0.02 | |
| -0.0859 | -2.41 | |
| 0.1539 | 4.77 | |
| -0.1653 | -5.27 | |
| 0.1061 | 2.94 | |
| -0.0246 | -0.71 | |
| -0.0154 | -0.64 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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