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	param	t-stat
$ω$	1.3204	4.14
$α$	0.1918	3.12
$β$	0.3392	1.80
$γ_{1}$	-0.0964	-0.12
$γ_{2}$	-0.0933	-0.08
$γ_{3}$	0.9678	1.48
$γ_{4}$	-1.5386	-2.07
$γ_{5}$	1.2563	1.54
$γ_{6}$	-0.7979	-1.19
$γ_{7}$	-0.0650	-0.11
$γ_{8}$	1.1917	2.08
$γ_{9}$	-1.2907	-2.35
$γ_{10}$	0.5576	1.31

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Criteo SA Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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