V-Lab
LVMH Moet Hennessy Louis Vuitton SE GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:23.55% (+0.09%)
Analysis last updated: Thursday, April 18, 2024 at 08:58 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 12.39 | |
| 0.0132 | 5.33 | |
| 0.9418 | 496.71 | |
| 0.0701 | 15.27 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
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