Criteo SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.59% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6705 | 2.97 | |
| 0.0598 | 24.28 | |
| 0.9838 | 175.33 | |
| 3.2609 | 12.11 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Depositary Receipts