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V-Lab

Loreal Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.36% (-9.95%)
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 SGARCH
paramt-stat
ω1.428214,281,980.00
α0.31083,108,440.00
β0.68766,876,420.00
γ1-130.8084-1,308,084,000.00
γ2408.76704,087,670,000.00
γ3-452.5870-4,525,870,000.00
γ4216.82092,168,209,000.00
γ5-66.8765-668,765,200.00
γ640.8384408,384,000.00
γ7-26.5387-265,386,800.00
γ819.7756197,755,600.00
γ9-21.6730-216,729,900.00
γ1031.6973316,973,100.00
Estimation Period:
Mar 28, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts