V-Lab
Unilever PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:15.10% (-0.12%)
Analysis last updated: Saturday, May 18, 2024 at 09:07 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 10.49 | |
| 0.0114 | 9.28 | |
| 0.9571 | 702.21 | |
| 0.0481 | 13.08 |
Estimation Period:
Jan 1, 1990 to May 17, 2024
Jan 1, 1990 to May 17, 2024