L'Oreal SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.59% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.65 | |
| 0.1234 | 41.01 | |
| 0.9840 | 1,201.41 | |
| -0.0554 | -16.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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