Capgemini Se MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.03% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.0000 | 0.01 | |
| 0.9228 | 224.75 | |
| 0.0753 | 23.69 | |
| 0.0339 | 1.72 | |
| 0.0268 | 1.77 | |
| 0.9645 | 48.38 |
Estimation Period:
Apr 16, 2004 to Feb 13, 2026
Apr 16, 2004 to Feb 13, 2026
News Impact Curve
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