Loreal Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.82% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0169 | 0.23 | |
| 0.9088 | 12.13 | |
| 0.0729 | 1.33 | |
| 0.0071 | 0.08 | |
| 0.0246 | 0.29 | |
| 0.9721 | 24.24 |
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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