V-Lab: Alstom SA MF2-GARCH Volatility Analysis

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V-Lab

Alstom SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:48.73% (+1.32%)

Analysis last updated: Saturday, May 11, 2024 at 03:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0418	10.51
$β$	0.8905	147.41
$γ$	0.0730	11.40
$λ_{1}$	0.0091	5.70
$λ_{2}$	0.0116	5.30
$λ_{3}$	0.9874	415.42

Estimation Period:
Jun 19, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts