L'Oreal SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.10% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8990 | 7.33 | |
| 0.0546 | 38.51 | |
| 0.9919 | 779.80 | |
| 7.5617 | 6.47 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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