Loreal Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.18% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7977 | 7.67 | |
| 0.0301 | 2.29 | |
| 0.9390 | 38.40 | |
| -0.0088 | -0.70 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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