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Alstom SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.66% (-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 S0GARCH
paramt-stat
ω1.20246.90
α0.07955.86
β0.871337.96
γ10.16102.10
γ2-0.3361-2.77
γ30.26523.14
γ4-0.0995-1.32
γ5-0.0083-0.09
γ60.00120.01
γ70.13141.63
γ8-0.1761-2.41
γ90.04650.87
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts