This is not a legal advice, just my opinion:
Umami is a self-hosted solution, and as we can read on its homepage:
Umami does not collect any personally identifiable information and anonymizes all data collected. Users cannot be identified and are never tracked across websites.
So, I think it’s not necessary to include information about it in the Privacy Policy. However, it may be useful and on the plus side to inform users that we do not collect any information about them when they visit our site.