Sacyr SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.24% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7973 | 12.64 | |
| 0.6345 | 12.11 | |
| 0.2641 | 11.55 | |
| 0.6856 | 10.25 |
Estimation Period:
Mar 7, 2025 to Feb 6, 2026
Mar 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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