Loreal Sa MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
27.32%
decreased by 0.49%
1 Week
27.27%
decreased by 0.54%
1 Month
27.09%
decreased by 0.72%
Analysis last updated: Thursday, May 21, 2026 at 05:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.9542 | 237.19 | |
| 0.0647 | 16.11 | |
| 2.5529 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
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