Loreal Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.65% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 3.27 | |
| 0.0185 | 5.57 | |
| 0.9589 | 230.29 | |
| 0.0451 | 11.84 |
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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