Criteo SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.48% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3139 | 4.00 | |
| 0.2064 | 3.09 | |
| 0.3267 | 1.72 | |
| -0.1172 | -0.14 | |
| -0.0954 | -0.08 | |
| 1.0440 | 1.51 | |
| -1.6510 | -2.07 | |
| 1.3874 | 1.64 | |
| -0.9310 | -1.32 | |
| 0.0653 | 0.10 | |
| 0.9361 | 1.57 | |
| -0.8356 | -1.36 | |
| 0.1588 | 0.32 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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