L'Occitane International SA GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 4.10 | |
| 0.0285 | 12.63 | |
| 0.9658 | 599.85 | |
| 0.0114 | 1.90 |
Estimation Period:
May 7, 2010 to Oct 11, 2024
May 7, 2010 to Oct 11, 2024
News Impact Curve
Volatility Forecasts
Other L'Occitane International SA Analyses
Other GJR-GARCH Analyses on International Equities