L'Oreal SA AGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.79%
decreased by 0.64%
1 Week
27.45%
increased by 2.02%
1 Month
28.47%
increased by 3.04%
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 | |
|---|---|---|
| 1.5162 | 5.89 | |
| 0.1349 | 8.01 | |
| 0.3049 | 3.35 | |
| 1.5562 | 7.47 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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