Sacyr SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.94% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4774 | 7.69 | |
| 0.5564 | 12.72 | |
| 0.6176 | 12.19 | |
| -0.3045 | -8.39 |
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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