L'Oreal SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.22% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 7.38 | |
| 0.0617 | 42.32 | |
| 0.9249 | 567.07 | |
| 0.6081 | 19.27 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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