Unilever NV EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 9.29 | |
| 0.1193 | 36.90 | |
| 0.9872 | 1,199.51 | |
| -0.0323 | -10.04 |
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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