L'Oreal SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.62%
increased by 7.53%
1 Week
32.76%
increased by 3.67%
1 Month
31.96%
increased by 2.87%
Analysis last updated: Wednesday, June 10, 2026 at 12:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9905 | 9.99 | |
| 0.2012 | 3.30 | |
| 0.0048 | 0.02 | |
| 3.2567 | 2.68 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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