V-Lab
V-Lab

L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.29% (+0.32%)

Analysis last updated: Thursday, March 28, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of L'Oreal SA S0GARCH
paramt-stat
ω1.01437.97
α0.07348.60
β0.883067.99
γ10.00110.04
γ20.02370.65
γ3-0.1004-4.06
γ40.15626.58
γ5-0.1307-5.18
γ60.06762.52
γ7-0.0009-0.03
γ8-0.0307-1.48
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts