L'Oreal SA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.26% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1826 | 9.19 | |
| 0.0744 | 8.93 | |
| 0.8876 | 74.52 | |
| 0.0383 | 3.31 | |
| -0.0793 | -4.44 | |
| 0.0723 | 6.01 | |
| -0.0522 | -4.54 | |
| 0.0439 | 3.16 | |
| -0.0395 | -1.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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