Criteo SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:52.70% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.8640 | 2.94 | |
| 0.0611 | 24.68 | |
| 0.9834 | 170.56 | |
| 3.2247 | 12.50 |
Estimation Period:
Oct 30, 2013 to Nov 7, 2025
Oct 30, 2013 to Nov 7, 2025
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