V-Lab
LVMH Moet Hennessy Louis Vuitton SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.22% (-0.53%)
Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1533 | 6.71 | |
| 0.0559 | 8.30 | |
| 0.9228 | 93.98 | |
| 0.0659 | 3.64 | |
| -0.1196 | -4.06 | |
| 0.0945 | 4.61 | |
| -0.0684 | -3.82 | |
| 0.0493 | 2.52 | |
| -0.0320 | -1.94 |
Estimation Period:
Jan 1, 1990 to Apr 19, 2024
Jan 1, 1990 to Apr 19, 2024
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