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

V-Lab

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V-Lab

L'Oreal SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.92% (-0.54%)

Analysis last updated: Wednesday, May 1, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0147	8.01
$α$	0.0732	8.58
$β$	0.8827	67.63
$γ_{1}$	0.0019	0.08
$γ_{2}$	0.0218	0.60
$γ_{3}$	-0.0984	-4.03
$γ_{4}$	0.1548	6.62
$γ_{5}$	-0.1306	-5.27
$γ_{6}$	0.0686	2.59
$γ_{7}$	-0.0017	-0.07
$γ_{8}$	-0.0307	-1.50

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts