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LVMH Moet Hennessy Louis Vuitton SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:31.17% (-0.78%)
Analysis last updated: Friday, February 20, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of LVMH Moet Hennessy Louis Vuitton SE S0GARCH
paramt-stat
ω1.10576.68
α0.05908.40
β0.916585.37
γ10.05513.80
γ2-0.1025-4.38
γ30.08385.03
γ4-0.0612-4.38
γ50.04693.34
γ6-0.0335-2.93
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts