Capgemini SE AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.47% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 4.67 | |
| 0.0563 | 46.54 | |
| 0.9325 | 642.68 | |
| 0.8537 | 18.72 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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