V-Lab
L'Oreal SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:17.48% (-0.75%)
Analysis last updated: Friday, May 3, 2024 at 01:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 11.09 | |
| 0.1235 | 39.85 | |
| 0.9843 | 1193.05 | |
| -0.0570 | -16.10 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024