Sacyr SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.72% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9524 | 7.61 | |
| 0.5403 | 8.07 | |
| 0.3227 | 6.95 |
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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