Ferrovial SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.24% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0935 | 8.05 | |
| 0.1498 | 19.41 | |
| 0.9157 | 82.89 | |
| -0.0858 | -9.71 |
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Dec 4, 2009 to Feb 6, 2026
News Impact Curve
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