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	param	t-stat
$ω$	1.3072	4.04
$α$	0.1940	3.13
$β$	0.3363	1.74
$γ_{1}$	-0.0989	-0.12
$γ_{2}$	-0.1322	-0.11
$γ_{3}$	1.0808	1.58
$γ_{4}$	-1.6882	-2.15
$γ_{5}$	1.4278	1.70
$γ_{6}$	-0.9812	-1.40
$γ_{7}$	0.1513	0.23
$γ_{8}$	0.7515	1.20
$γ_{9}$	-0.4196	-0.52
$γ_{10}$	-0.9282	-0.73

V-Lab

Criteo SA Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:32.88% (-6.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Criteo SA Analyses