Casino Guichard Perrachon SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.05% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 15.37 | |
| 0.0327 | 16.61 | |
| 0.9284 | 536.98 | |
| 0.0595 | 13.92 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Casino Guichard Perrachon SA Analyses
Other GJR-GARCH Analyses on International Equities