Loreal Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.56% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 0.73 | |
| 0.0255 | 7.44 | |
| 0.9874 | 175.31 | |
| -0.0849 | -21.32 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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