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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0194	3.90***
α ARCH Response to squared shocks	0.0579	19.63***
β GARCH Volatility persistence	0.9907	606.65***
γ leverage Additional response to negative shocks	-0.0565	-17.86***

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Estee Lauder Cos Inc/The EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Estee Lauder Cos Inc/The Analyses