Alstom SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.74% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 8.14 | |
| 0.0341 | 11.72 | |
| 0.9350 | 378.70 | |
| 0.0567 | 7.61 |
Estimation Period:
Jun 19, 1998 to Jan 30, 2026
Jun 19, 1998 to Jan 30, 2026
News Impact Curve
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