V-Lab
V-Lab

LVMH Moet Hennessy Louis Vuitton SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:26.30% (+0.19%)

Analysis last updated: Tuesday, April 30, 2024 at 08:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of LVMH Moet Hennessy Louis Vuitton SE S0GARCH
paramt-stat
ω1.15296.72
α0.05598.30
β0.922893.99
γ10.06583.64
γ2-0.1194-4.06
γ30.09444.63
γ4-0.0684-3.84
γ50.04942.54
γ6-0.0321-1.95
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts