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 Wednesday, November 12th, 2025:48.86% (-6.40%)

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
$ω$	1.3017	3.88
$α$	0.2169	3.09
$β$	0.3123	1.57
$γ_{1}$	-0.1471	-0.17
$γ_{2}$	-0.0800	-0.06
$γ_{3}$	1.0984	1.50
$γ_{4}$	-1.7334	-2.02
$γ_{5}$	1.4935	1.69
$γ_{6}$	-1.0719	-1.43
$γ_{7}$	0.2857	0.40
$γ_{8}$	0.4791	0.71
$γ_{9}$	-0.1507	-0.19
$γ_{10}$	-0.3753	-0.59

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts