Loreal Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.48% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8108 | 8.78 | |
| 0.0299 | 2.30 | |
| 0.9403 | 38.76 | |
| -0.0062 | -1.97 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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