Capgemini Se MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
47.48%
decreased by 0.75%
1 Week
46.72%
decreased by 1.51%
1 Month
44.23%
decreased by 4.00%
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 | |
|---|---|---|
| 101 | ||
| 0.0000 | 0.01 | |
| 0.9249 | 223.67 | |
| 0.0724 | 23.11 | |
| 0.0327 | 1.69 | |
| 0.0270 | 1.76 | |
| 0.9646 | 48.05 |
Estimation Period:
Apr 16, 2004 to Jun 19, 2026
Apr 16, 2004 to Jun 19, 2026
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