L'Oreal SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.55% (+12.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0225 | 10.43 | |
| 0.8752 | 160.26 | |
| 0.0850 | 21.40 | |
| 0.0102 | 4.01 | |
| 0.0274 | 4.49 | |
| 0.9689 | 139.75 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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