L'Oreal SA EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.91%
decreased by 2.93%
1 Week
26.24%
decreased by 1.60%
1 Month
27.33%
decreased by 0.51%
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 | |
|---|---|---|
| 0.3666 | 2.07 | |
| 0.0947 | 2.71 | |
| 0.6716 | 10.23 | |
| -0.3891 | -9.57 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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