Unilever PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.91% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1171 | 13.19 | |
| 0.0804 | 14.42 | |
| 0.8455 | 143.90 | |
| 0.0572 | 4.90 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts