Lvmh Moet Hennessy Louis V EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.51% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0375 | 7.05 | |
| 0.1128 | 6.52 | |
| 0.9751 | 239.63 | |
| -0.0734 | -12.38 |
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Mar 28, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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