Criteo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.39% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1081 | 6.61 | |
| 0.0000 | 0.00 | |
| 0.9722 | 356.88 | |
| 0.0333 | 9.58 |
Estimation Period:
Oct 30, 2013 to Feb 13, 2026
Oct 30, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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