Capgemini Se Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.25% (+7.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3464 | 10.04 | |
| 0.0402 | 4.63 | |
| 0.9410 | 77.73 | |
| 0.0043 | 2.64 |
Estimation Period:
Apr 16, 2004 to Feb 6, 2026
Apr 16, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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