V-Lab: L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.29% (-0.89%)

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
$ω$	1.0152	8.00
$α$	0.0733	8.60
$β$	0.8828	67.83
$γ_{1}$	0.0019	0.08
$γ_{2}$	0.0218	0.60
$γ_{3}$	-0.0981	-4.00
$γ_{4}$	0.1543	6.58
$γ_{5}$	-0.1300	-5.23
$γ_{6}$	0.0680	2.56
$γ_{7}$	-0.0011	-0.04
$γ_{8}$	-0.0312	-1.52

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

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Volatility Forecasts

Volatility Forecasts