Capgemini Se GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
49.11%
decreased by 0.70%
1 Week
49.01%
decreased by 0.80%
1 Month
48.59%
decreased by 1.22%
Analysis last updated: Tuesday, June 23, 2026 at 06:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.9384 | 3.87 | |
| 0.0442 | 47.01 | |
| 0.9942 | 653.67 | |
| 3.8473 | 17.80 |
Estimation Period:
Apr 16, 2004 to Jun 19, 2026
Apr 16, 2004 to Jun 19, 2026
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