V-Lab
V-Lab
Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:36.32% (-0.99%)

Analysis last updated: Friday, April 19, 2024 at 10:10 PM UTC

Date Range:

from

to

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1Y ·

2Y ·

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10Y ·

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graph of Estee Lauder Cos Inc/The GJR-GARCH
paramt-stat
ω0.096813.06
α0.00000.00
β0.9285362.83
γ0.103918.09
Estimation Period:
Nov 17, 1995 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts