Unilever NV GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 13.61 | |
| 0.0281 | 16.38 | |
| 0.9472 | 636.12 | |
| 0.0331 | 7.35 |
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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