Alstom SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.66% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2024 | 6.90 | |
| 0.0795 | 5.86 | |
| 0.8713 | 37.96 | |
| 0.1610 | 2.10 | |
| -0.3361 | -2.77 | |
| 0.2652 | 3.14 | |
| -0.0995 | -1.32 | |
| -0.0083 | -0.09 | |
| 0.0012 | 0.01 | |
| 0.1314 | 1.63 | |
| -0.1761 | -2.41 | |
| 0.0465 | 0.87 |
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Jun 19, 1998 to Feb 13, 2026
News Impact Curve
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