Capgemini Se GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:54.18% (+5.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 11.00 | |
| 0.0000 | 0.00 | |
| 0.9305 | 189.55 | |
| 0.0775 | 10.08 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities