Capgemini Se EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:57.41% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 1.72 | |
| 0.0440 | 8.87 | |
| 0.9761 | 178.12 | |
| -0.0915 | -20.26 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities