V-Lab: Unilever PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Unilever PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.76% (-0.70%)

Analysis last updated: Saturday, April 27, 2024 at 08:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8082	7.64
$α$	0.0582	6.75
$β$	0.8901	50.34
$γ_{1}$	-0.0542	-1.27
$γ_{2}$	0.1800	2.70
$γ_{3}$	-0.2130	-3.81
$γ_{4}$	0.0341	0.72
$γ_{5}$	0.1739	4.13
$γ_{6}$	-0.2510	-4.72
$γ_{7}$	0.2281	3.61
$γ_{8}$	-0.1280	-1.95
$γ_{9}$	0.0175	0.33
$γ_{10}$	0.0243	0.74

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

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