Alstom SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.70% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 7.22 | |
| 0.1011 | 28.08 | |
| 0.9921 | 1,052.02 | |
| -0.0460 | -11.82 |
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Jun 19, 1998 to Feb 13, 2026
News Impact Curve
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