Loreal Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
28.85%
decreased by 0.51%
1 Week
28.68%
decreased by 0.68%
1 Month
28.10%
decreased by 1.26%
Analysis last updated: Thursday, May 21, 2026 at 05:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7926 | 8.50 | |
| 0.0306 | 2.50 | |
| 0.9414 | 42.08 | |
| -0.0067 | -2.17 |
Estimation Period:
Oct 4, 2017 to May 15, 2026
Oct 4, 2017 to May 15, 2026
Other Zero Slope Spline-GARCH Analyses on International Equities