Estee Lauder Cos Inc/The GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
51.26%
decreased by 0.43%
1 Week
51.17%
decreased by 0.52%
1 Month
50.82%
decreased by 0.87%
Analysis last updated: Friday, June 12, 2026 at 11:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 5.67 | |
| 0.0000 | 0.00 | |
| 0.9816 | 895.59 | |
| 0.0300 | 15.77 |
Estimation Period:
Nov 17, 1995 to Jun 12, 2026
Nov 17, 1995 to Jun 12, 2026
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