Alstom SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.12% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 8.12 | |
| 0.0340 | 11.74 | |
| 0.9351 | 379.51 | |
| 0.0568 | 7.65 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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