Estee Lauder Cos Inc/The GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:51.28% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 6.93 | |
| 0.0128 | 16.93 | |
| 0.9852 | 993.19 |
Estimation Period:
Nov 17, 1995 to Feb 13, 2026
Nov 17, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities