Criteo SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.20% (-3.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6757 | 2.99 | |
| 0.0596 | 24.39 | |
| 0.9839 | 178.31 | |
| 3.2681 | 12.19 |
Estimation Period:
Oct 30, 2013 to Feb 20, 2026
Oct 30, 2013 to Feb 20, 2026
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