Criteo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:43.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1147 | 6.77 | |
| 0.0000 | 0.00 | |
| 0.9711 | 347.95 | |
| 0.0342 | 9.63 |
Estimation Period:
Oct 30, 2013 to Dec 5, 2025
Oct 30, 2013 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts