Estee Lauder Cos Inc/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.03% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 6.95 | |
| 0.0127 | 16.95 | |
| 0.9853 | 995.23 |
Estimation Period:
Nov 17, 1995 to Feb 20, 2026
Nov 17, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities