EssilorLuxottica SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.13% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4722 | 7.85 | |
| 0.0670 | 8.28 | |
| 0.8923 | 65.90 | |
| 0.0293 | 3.52 | |
| -0.0601 | -4.53 | |
| 0.0621 | 5.86 | |
| -0.0501 | -4.32 | |
| 0.0425 | 2.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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