L'Oreal SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.22% (+7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 11.70 | |
| 0.1231 | 40.98 | |
| 0.9839 | 1,201.36 | |
| -0.0552 | -16.24 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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