Alstom SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.38% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0348 | 13.11 | |
| 0.9348 | 326.52 | |
| 0.0556 | 11.42 | |
| 8.1897 | 0.81 | |
| 0.0000 | 0.00 | |
| 0.6197 | 1.25 |
Estimation Period:
Jun 19, 1998 to Feb 13, 2026
Jun 19, 1998 to Feb 13, 2026
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