V-Lab: Unilever PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Unilever PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.03% (+0.33%)

Analysis last updated: Saturday, April 20, 2024 at 09:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8109	7.66
$α$	0.0579	6.74
$β$	0.8907	50.42
$γ_{1}$	-0.0533	-1.25
$γ_{2}$	0.1783	2.68
$γ_{3}$	-0.2115	-3.78
$γ_{4}$	0.0328	0.69
$γ_{5}$	0.1744	4.14
$γ_{6}$	-0.2503	-4.71
$γ_{7}$	0.2257	3.57
$γ_{8}$	-0.1229	-1.87
$γ_{9}$	0.0074	0.14
$γ_{10}$	0.0355	1.11

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts