Loreal Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.36% (-9.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4282 | 14,281,980.00 | |
| 0.3108 | 3,108,440.00 | |
| 0.6876 | 6,876,420.00 | |
| -130.8084 | -1,308,084,000.00 | |
| 408.7670 | 4,087,670,000.00 | |
| -452.5870 | -4,525,870,000.00 | |
| 216.8209 | 2,168,209,000.00 | |
| -66.8765 | -668,765,200.00 | |
| 40.8384 | 408,384,000.00 | |
| -26.5387 | -265,386,800.00 | |
| 19.7756 | 197,755,600.00 | |
| -21.6730 | -216,729,900.00 | |
| 31.6973 | 316,973,100.00 |
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Mar 28, 2002 to Feb 6, 2026
News Impact Curve
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