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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	126
α ARCH Response to squared shocks	0.0101	6.25***
β GARCH Volatility persistence	0.8197	136.87***
γ leverage Additional response to negative shocks	0.1394	24.46***
λ₁ tau intercept Baseline long-term coefficient	0.0045	0.62
λ₂ forecast adj. Forecast performance sensitivity	0.0136	2.47**
λ₃ tau persistence Long-term factor persistence	0.9859	158.40***

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Estee Lauder Cos Inc/The MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Estee Lauder Cos Inc/The Analyses