Unilever Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.48% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7368 | 2.00 | |
| 0.1576 | 6.03 | |
| 0.7826 | 23.25 | |
| 0.3034 | 2.15 | |
| -0.4701 | -2.41 | |
| 0.2859 | 1.88 | |
| -0.2324 | -2.10 | |
| 0.2433 | 2.24 | |
| -0.2838 | -1.99 | |
| 0.2907 | 1.77 | |
| -0.1814 | -1.09 | |
| 0.0352 | 0.34 | |
| 0.1136 | 0.81 |
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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