V-Lab: Criteo SA Zero Slope Spline-GARCH Volatility Analysis

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Criteo SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:67.18% (+23.53%)

Analysis last updated: Friday, December 5, 2025 at 11:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3035	3.89
$α$	0.2169	3.10
$β$	0.3127	1.59
$γ_{1}$	-0.1442	-0.17
$γ_{2}$	-0.0813	-0.07
$γ_{3}$	1.0926	1.51
$γ_{4}$	-1.7257	-2.04
$γ_{5}$	1.4831	1.69
$γ_{6}$	-1.0553	-1.42
$γ_{7}$	0.2508	0.36
$γ_{8}$	0.5624	0.85
$γ_{9}$	-0.2771	-0.38
$γ_{10}$	-0.2722	-0.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts