Sacyr SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.56% (+0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8303 | 2.38 | |
| 0.1291 | 1.39 | |
| 0.3721 | 0.79 | |
| 32.3021 | 3.30 | |
| -58.5889 | -3.76 |
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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