UBS (CH) Property Fund - Direct Mixed Urban EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.06% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 2.75 | |
| 0.1854 | 27.97 | |
| 0.9740 | 527.33 | |
| -0.0470 | -7.70 |
Estimation Period:
Nov 1, 2013 to Feb 6, 2026
Nov 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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