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	param	t-stat
$ω$	1.3114	3.94
$α$	0.2153	3.09
$β$	0.3145	1.62
$γ_{1}$	-0.1298	-0.15
$γ_{2}$	-0.0928	-0.08
$γ_{3}$	1.0774	1.51
$γ_{4}$	-1.6999	-2.06
$γ_{5}$	1.4493	1.67
$γ_{6}$	-1.0087	-1.39
$γ_{7}$	0.1731	0.26
$γ_{8}$	0.7249	1.15
$γ_{9}$	-0.5220	-0.77
$γ_{10}$	-0.0805	-0.15

V-Lab

Criteo SA Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:41.48% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Criteo SA Analyses