Capgemini SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:63.11% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 13.36 | |
| 0.0225 | 15.55 | |
| 0.9396 | 643.12 | |
| 0.0590 | 15.39 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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