Unilever NV MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0451 | 16.07 | |
| 0.8303 | 98.50 | |
| 0.0525 | 11.79 | |
| 0.0083 | 2.22 | |
| 0.0337 | 3.15 | |
| 0.9621 | 77.20 |
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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