Alstom SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.22% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2536 | 7.07 | |
| 0.0810 | 5.86 | |
| 0.8679 | 36.97 | |
| 0.1826 | 2.39 | |
| -0.3694 | -3.06 | |
| 0.2839 | 3.40 | |
| -0.1076 | -1.45 | |
| -0.0117 | -0.14 | |
| 0.0170 | 0.20 | |
| 0.0948 | 1.18 | |
| -0.0924 | -0.95 | |
| -0.1670 | -0.83 |
Estimation Period:
Jun 19, 1998 to Feb 6, 2026
Jun 19, 1998 to Feb 6, 2026
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