Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.24% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 5.56 | |
| 0.0000 | 0.00 | |
| 0.9814 | 885.71 | |
| 0.0306 | 15.23 |
Estimation Period:
Nov 17, 1995 to Feb 20, 2026
Nov 17, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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