Casino Guichard-Perrachon SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:54.29% (-3.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1259 | 3.59 | |
| 0.0908 | 7.79 | |
| 0.8640 | 149.28 | |
| 0.0902 | 3.22 |
Estimation Period:
May 27, 2019 to Feb 13, 2026
May 27, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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