Essilorluxottica Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.01% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9732 | 4.17 | |
| 0.0448 | 2.49 | |
| 0.8462 | 11.07 | |
| 1.1410 | 1.69 | |
| -1.0922 | -0.98 | |
| -0.9301 | -1.00 | |
| 1.9952 | 2.81 | |
| -2.1796 | -3.31 | |
| 1.3316 | 1.72 | |
| 0.5107 | 0.63 | |
| -1.7980 | -1.66 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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