Unilever PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:32.45% (-9.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4633 | 9.96 | |
| 0.0659 | 4.43 | |
| 0.5393 | 15.16 | |
| 0.1361 | 3.48 |
Estimation Period:
Dec 3, 2020 to Dec 5, 2025
Dec 3, 2020 to Dec 5, 2025
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