Criteo SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:47.40% (-4.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3697 | 8.54 | |
| 0.2482 | 17.01 | |
| 0.8503 | 48.53 | |
| -0.0512 | -3.71 |
Estimation Period:
Oct 30, 2013 to Feb 20, 2026
Oct 30, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Depositary Receipts