Capgemini Se Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
43.17%
decreased by 0.70%
1 Week
42.86%
decreased by 1.01%
1 Month
41.71%
decreased by 2.16%
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 | |
|---|---|---|
| 1.1743 | 9.36 | |
| 0.0395 | 4.95 | |
| 0.9468 | 92.60 | |
| 0.0008 | 1.74 |
Estimation Period:
Apr 16, 2004 to Jun 19, 2026
Apr 16, 2004 to Jun 19, 2026
Other Capgemini Se Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities