LVMH Moet Hennessy Louis Vuitton SE GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.52% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 17.77 | |
| 0.0576 | 37.14 | |
| 0.9288 | 489.08 |
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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