LVMH Moet Hennessy Louis Vuitton SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.90% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0417 | 12.88 | |
| 0.0133 | 5.94 | |
| 0.9407 | 521.77 | |
| 0.0719 | 16.40 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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