L'Oreal SA 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
56.59%
decreased by 0.38%
1 Week
75.65%
increased by 18.68%
1 Month
125.71%
increased by 68.74%
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 | 1.33 | |
| 1.0000 | 3.53 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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