V-Lab: Criteo SA GJR-GARCH Volatility Analysis

V-Lab

Criteo SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:43.62% (-0.30%)

Analysis last updated: Friday, August 22, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1147	6.77
$α$	0.0000	0.00
$β$	0.9714	348.03
$γ$	0.0341	9.68

Estimation Period:
Oct 30, 2013 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts