V-Lab
V-Lab
Estee Lauder Cos Inc/The AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:49.14% (-1.50%)

Analysis last updated: Tuesday, May 14, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Estee Lauder Cos Inc/The AGARCH
paramt-stat
ω-0.0433-4.59
α0.047332.80
β0.9287432.36
γ1.775424.63
Estimation Period:
Nov 17, 1995 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts