LVMH Moet Hennessy Louis Vuitton SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.07% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 12.87 | |
| 0.0134 | 5.94 | |
| 0.9404 | 519.58 | |
| 0.0724 | 16.39 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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