L'Oreal SA Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
53.22%
decreased by 0.32%
1 Week
73.16%
increased by 19.62%
1 Month
124.23%
increased by 70.69%
Analysis last updated: Tuesday, June 9, 2026 at 01:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.78 | |
| 0.8091 | 7.33 | |
| 0.0000 | 0.00 | |
| 0.3819 | 0.96 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
Other Asy. MEM Analyses on Depositary Receipts