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	param	t-stat
$ω$	1.3146	4.01
$α$	0.2063	3.09
$β$	0.3257	1.71
$γ_{1}$	-0.1155	-0.14
$γ_{2}$	-0.0977	-0.08
$γ_{3}$	1.0441	1.51
$γ_{4}$	-1.6501	-2.07
$γ_{5}$	1.3867	1.64
$γ_{6}$	-0.9309	-1.32
$γ_{7}$	0.0656	0.10
$γ_{8}$	0.9355	1.57
$γ_{9}$	-0.8342	-1.36
$γ_{10}$	0.1577	0.32

V-Lab

Criteo SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:42.90% (-5.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Criteo SA Analyses