Criteo SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.57% (-3.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5954 | 18.67 | |
| 0.1939 | 14.97 | |
| 0.5816 | 32.90 | |
| 0.1985 | 1.23 |
Estimation Period:
Oct 30, 2013 to Feb 20, 2026
Oct 30, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Depositary Receipts