Estee Lauder Cos Inc/The AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:58.75% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0467 | -5.59 | |
| 0.0316 | 33.33 | |
| 0.9584 | 663.74 | |
| 1.7597 | 19.77 |
Estimation Period:
Nov 17, 1995 to Feb 13, 2026
Nov 17, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equities