V-Lab: L'Oreal SA GAS-GARCH Student T Volatility Analysis

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V-Lab

L'Oreal SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:17.04% (+0.97%)

Analysis last updated: Saturday, May 11, 2024 at 03:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9066	7.14
$α$	0.0554	37.97
$β$	0.9922	795.69
$ν$	8	6.28

Estimation Period:
Jan 1, 1990 to May 3, 2024