V-Lab: Criteo SA MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Criteo SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:50.13% (+10.75%)

Analysis last updated: Friday, December 5, 2025 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0707	4.94
$β$	0.2894	5.03
$γ$	0.1454	5.02
$λ_{1}$	4.3712	0.16
$λ_{2}$	0.5610	0.15
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 30, 2013 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts