L'Oreal SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.40% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 16.42 | |
| 0.0269 | 13.18 | |
| 0.9295 | 585.30 | |
| 0.0660 | 13.47 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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