L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.70% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1631 | 9.05 | |
| 0.0743 | 8.95 | |
| 0.8881 | 74.78 | |
| 0.0355 | 3.05 | |
| -0.0747 | -4.16 | |
| 0.0691 | 5.73 | |
| -0.0491 | -4.34 | |
| 0.0397 | 3.23 | |
| -0.0305 | -3.20 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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