LVMH Moet Hennessy Louis Vuitton SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.79% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 12.89 | |
| 0.0133 | 5.97 | |
| 0.9409 | 522.73 | |
| 0.0715 | 16.44 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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