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V-Lab

Alstom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (-0.86%)
Analysis last updated: Saturday, February 7, 2026 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alstom SA SGARCH
paramt-stat
ω1.25367.07
α0.08105.86
β0.867936.97
γ10.18262.39
γ2-0.3694-3.06
γ30.28393.40
γ4-0.1076-1.45
γ5-0.0117-0.14
γ60.01700.20
γ70.09481.18
γ8-0.0924-0.95
γ9-0.1670-0.83
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts