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Alstom SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.29% (-0.86%)
Analysis last updated: Wednesday, February 11, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alstom SA S0GARCH
paramt-stat
ω1.20386.91
α0.07955.86
β0.871237.90
γ10.16132.11
γ2-0.3365-2.77
γ30.26563.15
γ4-0.1000-1.33
γ5-0.0077-0.09
γ60.00090.01
γ70.13121.63
γ8-0.1750-2.39
γ90.04520.83
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts