Alstom SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.18% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0348 | 13.08 | |
| 0.9348 | 326.40 | |
| 0.0556 | 11.42 | |
| 8.1995 | 0.81 | |
| 0.0000 | 0.00 | |
| 0.6195 | 1.25 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities