Société Fermière du Casino Municipal de Cannes GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.15% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1126 | 8.81 | |
| 0.0405 | 7.00 | |
| 0.9523 | 374.48 | |
| 0.0002 | 0.02 |
Estimation Period:
Sep 19, 1990 to Feb 6, 2026
Sep 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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