Loreal Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.08% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 6.16 | |
| 0.0930 | 6.33 | |
| 0.9776 | 228.95 | |
| -0.0432 | -5.01 |
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Mar 28, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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