L'Oreal SA EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:23.37% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 11.64 | |
| 0.1228 | 41.08 | |
| 0.9839 | 1,201.38 | |
| -0.0554 | -16.29 |
Estimation Period:
Jan 1, 1990 to Feb 27, 2026
Jan 1, 1990 to Feb 27, 2026
News Impact Curve
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