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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.5771	2.86***
α ARCH Response to squared shocks	0.0621	39.90***
β GARCH Volatility persistence	0.9923	379.48***
ν DF Student-t tail thickness	3.7713	15.82***

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Estee Lauder Cos Inc/The GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Estee Lauder Cos Inc/The Analyses