Loreal Sa GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.86% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0785 | 3.66 | |
| 0.0395 | 8.29 | |
| 0.9753 | 153.82 | |
| 3.9652 | 3.45 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
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