L'Oreal SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.73% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0225 | 10.40 | |
| 0.8752 | 160.29 | |
| 0.0853 | 21.44 | |
| 0.0103 | 4.02 | |
| 0.0276 | 4.48 | |
| 0.9686 | 138.05 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities