L'Oreal SA MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
13.51%
increased by 0.59%
1 Week
12.51%
decreased by 0.41%
1 Month
11.37%
decreased by 1.55%
Analysis last updated: Tuesday, June 9, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.5000 | 54.22 | |
| 0.0000 | 0.06 | |
| -0.5000 | -55.42 | |
| 0.0000 | 0.00 | |
| 0.0220 | 17.59 | |
| 0.7780 | 141.41 |
Estimation Period:
Nov 20, 2025 to Jun 5, 2026
Nov 20, 2025 to Jun 5, 2026
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