LVMH Moet Hennessy Louis Vuitton SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.33% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 12.89 | |
| 0.0133 | 5.97 | |
| 0.9408 | 522.40 | |
| 0.0716 | 16.41 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other LVMH Moet Hennessy Louis Vuitton SE Analyses
Other GJR-GARCH Analyses on International Equities