V-Lab: L'Oreal SA GARCH Volatility Analysis

V-Lab

L'Oreal SA GARCH Volatility Analysis

Volatility Prediction for Monday, April 28th, 2025:35.31% (-0.59%)

Analysis last updated: Sunday, April 27, 2025 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0394	21.85
$α$	0.0688	40.78
$β$	0.9182	504.50

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

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Volatility Forecasts

Volatility Forecasts