Alstom SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.16% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 7.20 | |
| 0.1011 | 28.07 | |
| 0.9921 | 1,049.80 | |
| -0.0461 | -11.83 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
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