V-Lab: Unilever PLC Spline-GARCH Volatility Analysis

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V-Lab

Unilever PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:14.16% (-0.07%)

Analysis last updated: Saturday, May 18, 2024 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7514	7.58
$α$	0.0627	6.60
$β$	0.8725	42.87
$γ_{1}$	-0.0834	-2.07
$γ_{2}$	0.2248	3.62
$γ_{3}$	-0.2390	-4.66
$γ_{4}$	0.0471	1.06
$γ_{5}$	0.1759	4.43
$γ_{6}$	-0.2651	-5.37
$γ_{7}$	0.2507	4.24
$γ_{8}$	-0.1607	-2.57
$γ_{9}$	0.0713	1.23
$γ_{10}$	-0.1019	-0.94

Estimation Period:
Jan 1, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts