Criteo SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.61% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3695 | 8.54 | |
| 0.2484 | 17.04 | |
| 0.8505 | 48.61 | |
| -0.0518 | -3.75 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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