Capgemini SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.24% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0266 | 11.13 | |
| 0.1173 | 40.52 | |
| 0.9869 | 1,229.02 | |
| -0.0506 | -19.68 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities