Ubs Group Ag GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 3.73 | |
| 0.3403 | 6.23 | |
| 0.6833 | 44.60 | |
| -0.0472 | -0.59 |
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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