Loreal Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.91% (-6.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 39.9308 | 399,308,400.00 | |
| 0.3469 | 3,468,930.00 | |
| 0.5582 | 5,582,490.00 | |
| 157.8166 | 1,578,166,000.00 | |
| -60.2918 | -602,917,700.00 | |
| -215.2398 | -2,152,398,000.00 | |
| 135.7976 | 1,357,976,000.00 | |
| -46.3376 | -463,375,600.00 | |
| 73.7876 | 737,876,000.00 | |
| -45.4383 | -454,383,200.00 | |
| -31.8833 | -318,832,700.00 | |
| 47.1774 | 471,774,300.00 |
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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