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V-Lab

Unilever Indonesia Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:67.48% (-5.92%)
Analysis last updated: Tuesday, February 10, 2026 at 11:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Unilever Indonesia SGARCH
paramt-stat
ω1.73682.00
α0.15766.03
β0.782623.25
γ10.30342.15
γ2-0.4701-2.41
γ30.28591.88
γ4-0.2324-2.10
γ50.24332.24
γ6-0.2838-1.99
γ70.29071.77
γ8-0.1814-1.09
γ90.03520.34
γ100.11360.81
Estimation Period:
Jan 8, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts