Ubs Group Ag EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1592 | 6.68 | |
| 0.5125 | 13.21 | |
| 1.0000 | 337.38 | |
| -0.6356 | -18.71 |
Estimation Period:
Mar 31, 2022 to May 10, 2024
Mar 31, 2022 to May 10, 2024
News Impact Curve
Volatility Forecasts
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