Unilever Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.12% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7012 | 1.87 | |
| 0.1587 | 6.20 | |
| 0.7859 | 24.26 | |
| 0.2696 | 1.81 | |
| -0.4065 | -2.01 | |
| 0.2296 | 1.51 | |
| -0.1870 | -1.69 | |
| 0.2128 | 1.89 | |
| -0.2689 | -1.81 | |
| 0.2932 | 1.69 | |
| -0.2070 | -1.17 | |
| 0.1008 | 0.94 | |
| -0.0663 | -1.15 |
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Jan 8, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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