Capgemini Se GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.12% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0576 | 12.75 | |
| 0.0000 | 0.00 | |
| 0.9549 | 545.32 | |
| 0.0614 | 18.11 |
Estimation Period:
Apr 16, 2004 to Feb 13, 2026
Apr 16, 2004 to Feb 13, 2026
News Impact Curve
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