Casino Guichard Perrachon SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:64.30% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3864 | 5.34 | |
| 0.0899 | 9.77 | |
| 0.8651 | 62.21 | |
| 0.0328 | 1.91 | |
| -0.0452 | -1.82 | |
| 0.0214 | 1.33 | |
| -0.0085 | -0.62 | |
| 0.0196 | 1.34 | |
| -0.0415 | -3.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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