UBS (CH) Property Fund - Direct Mixed Urban GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.17% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 11.13 | |
| 0.0368 | 12.65 | |
| 0.9156 | 297.47 | |
| 0.0758 | 9.74 |
Estimation Period:
Nov 1, 2013 to Feb 6, 2026
Nov 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other UBS (CH) Property Fund - Direct Mixed Urban Analyses
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