Alstom SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.56% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2038 | 6.91 | |
| 0.0795 | 5.86 | |
| 0.8712 | 37.90 | |
| 0.1613 | 2.11 | |
| -0.3365 | -2.77 | |
| 0.2656 | 3.15 | |
| -0.1000 | -1.33 | |
| -0.0077 | -0.09 | |
| 0.0009 | 0.01 | |
| 0.1312 | 1.63 | |
| -0.1750 | -2.39 | |
| 0.0452 | 0.83 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
News Impact Curve
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