L'Oreal SA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.11%
decreased by 1.22%
1 Week
27.17%
increased by 1.84%
1 Month
30.01%
increased by 4.68%
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 | |
|---|---|---|
| 1.0014 | 4.33 | |
| 0.0000 | 0.00 | |
| 0.5132 | 6.20 | |
| 0.4545 | 3.41 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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