Alstom SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.70% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 7.23 | |
| 0.1013 | 28.04 | |
| 0.9920 | 1,050.89 | |
| -0.0460 | -11.79 |
Estimation Period:
Jun 19, 1998 to Jan 30, 2026
Jun 19, 1998 to Jan 30, 2026
News Impact Curve
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