V-Lab: Criteo SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Criteo SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:40.86% (+6.32%)

Analysis last updated: Thursday, May 2, 2024 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.2366	2.89
$α$	0.0750	19.66
$β$	0.9785	129.59
$ν$	3	9.60

Estimation Period:
Oct 30, 2013 to Apr 26, 2024