V-Lab
LVMH Moet Hennessy Louis Vuitton SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:25.60% (+0.57%)
Analysis last updated: Saturday, May 4, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1526 | 6.71 | |
| 0.0558 | 8.30 | |
| 0.9229 | 94.11 | |
| 0.0657 | 3.64 | |
| -0.1192 | -4.07 | |
| 0.0943 | 4.63 | |
| -0.0683 | -3.84 | |
| 0.0493 | 2.54 | |
| -0.0319 | -1.95 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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