Capgemini Se EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.70% (+8.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0282 | 5.34 | |
| 0.0710 | 21.34 | |
| 0.9832 | 553.27 | |
| -0.0625 | -19.64 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
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