Criteo SA GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
42.20%
decreased by 0.27%
1 Week
42.36%
decreased by 0.11%
1 Month
42.93%
increased by 0.46%
Analysis last updated: Tuesday, April 28, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1025 | 6.45 | |
| 0.0000 | 0.00 | |
| 0.9730 | 364.83 | |
| 0.0324 | 9.53 |
Estimation Period:
Oct 30, 2013 to Apr 24, 2026
Oct 30, 2013 to Apr 24, 2026
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