V-Lab: L'Oreal SA GAS-GARCH Student T Volatility Analysis

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V-Lab

L'Oreal SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.66% (-0.68%)

Analysis last updated: Saturday, April 27, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9109	7.16
$α$	0.0555	37.82
$β$	0.9922	792.47
$ν$	8	6.24

Estimation Period:
Jan 1, 1990 to Apr 26, 2024