L'Oreal SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.28% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0227 | 10.45 | |
| 0.8748 | 159.87 | |
| 0.0854 | 21.41 | |
| 0.0104 | 4.03 | |
| 0.0277 | 4.48 | |
| 0.9685 | 137.39 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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