L'Oreal SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.89% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0193 | 11.71 | |
| 0.1232 | 41.08 | |
| 0.9839 | 1,199.85 | |
| -0.0554 | -16.29 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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