Criteo SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:42.48% (-3.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0658 | 4.60 | |
| 0.2989 | 5.04 | |
| 0.1404 | 4.68 | |
| 4.2837 | 0.15 | |
| 0.5649 | 0.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 30, 2013 to Feb 13, 2026
Oct 30, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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