L'Oreal SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.95% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8836 | 7.31 | |
| 0.0546 | 38.35 | |
| 0.9919 | 779.81 | |
| 7.5888 | 6.42 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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