Capgemini SE EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.17% (+10.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 11.15 | |
| 0.1171 | 40.43 | |
| 0.9869 | 1,233.68 | |
| -0.0503 | -19.54 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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