Capgemini SE GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.77% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 17.59 | |
| 0.0526 | 39.87 | |
| 0.9393 | 593.38 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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