V-Lab
L'Oreal SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.95% (-0.54%)
Analysis last updated: Saturday, April 27, 2024 at 10:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 15.25 | |
| 0.0251 | 12.02 | |
| 0.9316 | 585.94 | |
| 0.0672 | 13.60 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024