V-Lab: Criteo SA MF2-GARCH Volatility Analysis

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Criteo SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:40.77% (-4.78%)

Analysis last updated: Tuesday, November 11, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0687	4.91
$β$	0.2990	5.25
$γ$	0.1475	5.22
$λ_{1}$	4.3644	0.16
$λ_{2}$	0.5616	0.15
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 30, 2013 to Nov 7, 2025

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Volatility Forecasts