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V-Lab

Alstom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:33.33% (-0.10%)
Analysis last updated: Saturday, February 14, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alstom SA SGARCH
paramt-stat
ω1.25377.07
α0.08095.86
β0.868037.00
γ10.18262.39
γ2-0.3695-3.07
γ30.28393.40
γ4-0.1076-1.45
γ5-0.0117-0.14
γ60.01700.20
γ70.09481.18
γ8-0.0923-0.95
γ9-0.1674-0.84
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts