Capgemini Se AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.48% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 4.58 | |
| 0.0535 | 41.85 | |
| 0.9179 | 568.03 | |
| 1.2513 | 20.29 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities