Unilever NV Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0444 | 6.85 | |
| 0.0570 | 8.97 | |
| 0.9160 | 95.12 | |
| 0.0719 | 5.41 | |
| -0.1237 | -5.90 | |
| 0.0771 | 4.74 | |
| -0.0346 | -1.97 | |
| 0.0280 | 0.83 |
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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