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	param	t-stat
$ω$	0.1110	6.68
$α$	0.0000	0.00
$β$	0.9717	352.31
$γ$	0.0338	9.61

V-Lab

Criteo SA GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:42.31% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Criteo SA Analyses