Loreal Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.50% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 8.45 | |
| 0.0272 | 10.32 | |
| 0.9551 | 230.09 |
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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