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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0161	5.53***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9828	945.89***
γ leverage Additional response to negative shocks	0.0282	16.03***

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Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Estee Lauder Cos Inc/The Analyses