Sacyr SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.48% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.10 | |
| 0.3465 | 95.13 | |
| 0.5000 | 412.20 | |
| 0.0000 | 0.00 | |
| 0.4630 | 35.05 | |
| 0.0000 | 0.00 |
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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