Capgemini SE GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:52.79% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0541 | 13.29 | |
| 0.0222 | 15.49 | |
| 0.9407 | 651.03 | |
| 0.0572 | 15.14 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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