Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
52.50%
decreased by 0.44%
1 Week
52.40%
decreased by 0.54%
1 Month
52.03%
decreased by 0.91%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 5.66 | |
| 0.0000 | 0.00 | |
| 0.9816 | 898.94 | |
| 0.0299 | 15.81 |
Estimation Period:
Nov 17, 1995 to Jun 5, 2026
Nov 17, 1995 to Jun 5, 2026
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