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V-Lab

Alstom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.85% (-0.54%)
Analysis last updated: Saturday, February 21, 2026 at 06:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alstom SA SGARCH
paramt-stat
ω1.25307.07
α0.08105.85
β0.867936.98
γ10.18142.38
γ2-0.3675-3.06
γ30.28283.40
γ4-0.1067-1.44
γ5-0.0134-0.16
γ60.01980.23
γ70.09191.14
γ8-0.0902-0.94
γ9-0.1779-0.90
Estimation Period:
Jun 19, 1998 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts