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V-Lab

Loreal Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.91% (-6.74%)
Analysis last updated: Saturday, February 7, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Loreal Sa S0GARCH
paramt-stat
ω39.9308399,308,400.00
α0.34693,468,930.00
β0.55825,582,490.00
γ1157.81661,578,166,000.00
γ2-60.2918-602,917,700.00
γ3-215.2398-2,152,398,000.00
γ4135.79761,357,976,000.00
γ5-46.3376-463,375,600.00
γ673.7876737,876,000.00
γ7-45.4383-454,383,200.00
γ8-31.8833-318,832,700.00
γ947.1774471,774,300.00
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts