V-Lab: Unilever PLC Spline-GARCH Volatility Analysis

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V-Lab

Unilever PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.92% (-0.89%)

Analysis last updated: Saturday, April 27, 2024 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7540	7.44
$α$	0.0620	6.64
$β$	0.8765	44.14
$γ_{1}$	-0.0834	-2.03
$γ_{2}$	0.2251	3.55
$γ_{3}$	-0.2381	-4.57
$γ_{4}$	0.0441	0.99
$γ_{5}$	0.1791	4.43
$γ_{6}$	-0.2663	-5.24
$γ_{7}$	0.2491	4.14
$γ_{8}$	-0.1565	-2.51
$γ_{9}$	0.0658	1.15
$γ_{10}$	-0.0877	-0.81

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts