V-Lab: Criteo SA GJR-GARCH Volatility Analysis

V-Lab

Criteo SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:46.71% (-0.35%)

Analysis last updated: Friday, July 25, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1083	6.60
$α$	0.0000	0.00
$β$	0.9726	355.48
$γ$	0.0330	9.68

Estimation Period:
Oct 30, 2013 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts