Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.19% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 5.52 | |
| 0.0000 | 0.00 | |
| 0.9810 | 868.91 | |
| 0.0313 | 14.92 |
Estimation Period:
Nov 17, 1995 to Feb 6, 2026
Nov 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities