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V-Lab

Unilever Indonesia Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.12% (-1.75%)
Analysis last updated: Sunday, February 8, 2026 at 04:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unilever Indonesia S0GARCH
paramt-stat
ω1.70121.87
α0.15876.20
β0.785924.26
γ10.26961.81
γ2-0.4065-2.01
γ30.22961.51
γ4-0.1870-1.69
γ50.21281.89
γ6-0.2689-1.81
γ70.29321.69
γ8-0.2070-1.17
γ90.10080.94
γ10-0.0663-1.15
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts