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L'Occitane International SA Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 17, 2024 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of L'Occitane International SA S0GARCH
paramt-stat
ω0.91163.15
α0.03865.14
β0.954574.35
γ1-0.2140-0.91
γ20.34100.91
γ3-0.2316-0.75
γ40.38331.13
γ5-0.8631-2.38
γ60.94743.48
Estimation Period:
May 7, 2010 to Oct 11, 2024
Impact of return on volatility tomorrow
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