V-Lab: Alstom SA GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Alstom SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.12% (-2.50%)

Analysis last updated: Saturday, April 20, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.3852	7.16
$α$	0.0647	71.58
$β$	0.9961	2016.37
$ν$	5	32.78

Estimation Period:
Jun 19, 1998 to Apr 19, 2024