Criteo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.60% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1074 | 6.59 | |
| 0.0000 | 0.00 | |
| 0.9723 | 358.25 | |
| 0.0332 | 9.58 |
Estimation Period:
Oct 30, 2013 to Feb 20, 2026
Oct 30, 2013 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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