Alstom SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.73% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0034 | -0.34 | |
| 0.0550 | 23.94 | |
| 0.9404 | 390.52 | |
| 1.0507 | 10.93 |
Estimation Period:
Jun 19, 1998 to Feb 20, 2026
Jun 19, 1998 to Feb 20, 2026
News Impact Curve
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