Unilever NV AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0153 | 12.14 | |
| 0.0488 | 38.28 | |
| 0.9417 | 609.94 | |
| 0.2986 | 10.90 |
Estimation Period:
Jan 1, 1990 to Nov 27, 2020
Jan 1, 1990 to Nov 27, 2020
News Impact Curve
Volatility Forecasts
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