V-Lab: L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:19.47% (-0.14%)

Analysis last updated: Thursday, April 18, 2024 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0178	7.98
$α$	0.0736	8.63
$β$	0.8829	68.03
$γ_{1}$	0.0018	0.07
$γ_{2}$	0.0221	0.61
$γ_{3}$	-0.0988	-4.00
$γ_{4}$	0.1550	6.55
$γ_{5}$	-0.1305	-5.20
$γ_{6}$	0.0686	2.56
$γ_{7}$	-0.0027	-0.10
$γ_{8}$	-0.0291	-1.41

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts