Ubs Group Ag Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.9531 | 49,530,830.00 | |
| 0.1473 | 1,472,930.00 | |
| 0.6719 | 6,719,290.00 | |
| -313.3885 | -3,133,885,000.00 | |
| -774.1505 | -7,741,505,000.00 | |
| 2,232.6960 | 22,326,960,000.00 |
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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