L'Oreal SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.62% (+10.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 16.48 | |
| 0.0271 | 13.29 | |
| 0.9296 | 586.89 | |
| 0.0653 | 13.30 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities