V-Lab
V-Lab
Estee Lauder Cos Inc/The MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:59.32% (-2.12%)

Analysis last updated: Tuesday, May 14, 2024 at 09:52 PM UTC

Date Range:

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graph of Estee Lauder Cos Inc/The MF2-GARCH
paramt-stat
m76
α0.00000.01
β0.9235271.14
γ0.109024.60
λ14.61030.28
λ20.03610.15
λ30.00000.00
Estimation Period:
Nov 17, 1995 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts