V-Lab
Criteo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:46.21% (+4.27%)
Analysis last updated: Tuesday, April 30, 2024 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4789 | 10.35 | |
| 0.0469 | 7.49 | |
| 0.7683 | 47.34 | |
| 0.0858 | 4.48 |
Estimation Period:
Oct 30, 2013 to Apr 26, 2024
Oct 30, 2013 to Apr 26, 2024