Criteo SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.97% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0643 | 4.57 | |
| 0.3025 | 5.13 | |
| 0.1425 | 4.77 | |
| 4.2834 | 0.15 | |
| 0.5646 | 0.14 | |
| 0.0000 | 0.00 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Depositary Receipts