Loreal Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
26.50%
decreased by 0.39%
1 Week
26.44%
decreased by 0.45%
1 Month
26.26%
decreased by 0.63%
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 | |
|---|---|---|
| 0.7919 | 8.60 | |
| 0.0302 | 2.47 | |
| 0.9417 | 41.98 | |
| -0.0066 | -2.18 |
Estimation Period:
Oct 4, 2017 to Jun 5, 2026
Oct 4, 2017 to Jun 5, 2026
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