Loreal Sa MF2-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
24.31%
decreased by 0.25%
1 Week
24.34%
decreased by 0.22%
1 Month
24.44%
decreased by 0.12%
Analysis last updated: Friday, June 12, 2026 at 06:49 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 | |
| 0.9548 | 224.56 | |
| 0.0638 | 15.60 | |
| 2.5470 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 4, 2017 to Jun 5, 2026
Oct 4, 2017 to Jun 5, 2026
Other MF2-GARCH Analyses on International Equities