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	param	t-stat
$m$	71
$α$	0.0677	4.74
$β$	0.2927	5.04
$γ$	0.1459	5.02
$λ_{1}$	4.3087	0.16
$λ_{2}$	0.5645	0.15
$λ_{3}$	0.0000	0.00

V-Lab

Criteo SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:39.53% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Criteo SA Analyses