V-Lab
LVMH Moet Hennessy Louis Vuitton SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:24.36% (+0.66%)
Analysis last updated: Tuesday, April 30, 2024 at 08:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.5753 | 5.72 | |
| 0.0553 | 31.18 | |
| 0.9914 | 631.07 | |
| 6 | 7.38 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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