Capgemini SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.72% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.7089 | 4.43 | |
| 0.0602 | 30.87 | |
| 0.9911 | 461.19 | |
| 5.3783 | 8.64 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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