Capgemini Se GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.67% (+7.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0577 | 2.87 | |
| 0.0845 | 10.46 | |
| 0.9625 | 69.82 | |
| 3.2090 | 7.73 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
Other Capgemini Se Analyses
Other GAS-GARCH Student T Analyses on International Equities