V-Lab: L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

V-Lab

L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 28th, 2025:35.04% (-0.81%)

Analysis last updated: Sunday, April 27, 2025 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1789	8.88
$α$	0.0733	8.97
$β$	0.8914	78.09
$γ_{1}$	0.0394	3.11
$γ_{2}$	-0.0813	-4.18
$γ_{3}$	0.0739	5.69
$γ_{4}$	-0.0539	-4.35
$γ_{5}$	0.0442	3.33
$γ_{6}$	-0.0328	-3.19

Estimation Period:
Jan 1, 1990 to Apr 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts