UBS Group AG Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.45% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8910 | 5.36 | |
| 0.0905 | 8.72 | |
| 0.8746 | 67.25 | |
| 0.0199 | 0.65 | |
| 0.0042 | 0.09 | |
| -0.0911 | -2.57 | |
| 0.1593 | 4.97 | |
| -0.1685 | -5.38 | |
| 0.1046 | 2.86 | |
| -0.0138 | -0.37 | |
| -0.0494 | -1.02 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS Group AG Analyses
Other Spline-GARCH Analyses on International Equities