Unilever PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.87% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3619 | 8.24 | |
| 0.1296 | 6.11 | |
| 0.6976 | 16.58 | |
| -0.1141 | -1.20 | |
| 0.1064 | 0.76 | |
| 0.1269 | 1.67 | |
| -0.1803 | -2.49 | |
| -0.0093 | -0.14 | |
| 0.2130 | 2.71 | |
| -0.2739 | -2.67 | |
| 0.2809 | 2.65 | |
| -0.3600 | -2.61 | |
| 0.5386 | 3.03 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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