Ferrovial SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.69% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1132 | 5.87 | |
| 0.0317 | 7.47 | |
| 0.8737 | 130.87 | |
| 0.1124 | 6.72 |
Estimation Period:
Dec 4, 2009 to Feb 13, 2026
Dec 4, 2009 to Feb 13, 2026
News Impact Curve
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