Alstom SA GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.03% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4444 | 6.62 | |
| 0.0654 | 71.72 | |
| 0.9957 | 1,673.38 | |
| 4.4531 | 31.96 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
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