Alstom SA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.20% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 8.13 | |
| 0.0340 | 11.73 | |
| 0.9351 | 379.67 | |
| 0.0568 | 7.64 |
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Jun 19, 1998 to Feb 13, 2026
News Impact Curve
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