Sacyr SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.49% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9003 | 8.58 | |
| 0.2688 | 5.01 | |
| 0.3266 | 8.23 | |
| 0.6506 | 4.03 |
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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