Criteo SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:42.50% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1176 | 6.83 | |
| 0.0000 | 0.00 | |
| 0.9706 | 343.20 | |
| 0.0349 | 9.66 |
Estimation Period:
Oct 30, 2013 to Nov 7, 2025
Oct 30, 2013 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts