Alstom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.85% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2530 | 7.07 | |
| 0.0810 | 5.85 | |
| 0.8679 | 36.98 | |
| 0.1814 | 2.38 | |
| -0.3675 | -3.06 | |
| 0.2828 | 3.40 | |
| -0.1067 | -1.44 | |
| -0.0134 | -0.16 | |
| 0.0198 | 0.23 | |
| 0.0919 | 1.14 | |
| -0.0902 | -0.94 | |
| -0.1779 | -0.90 |
Estimation Period:
Jun 19, 1998 to Feb 20, 2026
Jun 19, 1998 to Feb 20, 2026
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