Criteo SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:43.24% (-2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.6691 | 2.92 | |
| 0.0608 | 23.80 | |
| 0.9831 | 165.51 | |
| 3.2328 | 12.02 |
Estimation Period:
Oct 30, 2013 to Dec 31, 2025
Oct 30, 2013 to Dec 31, 2025
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