Ferrovial SE MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.19% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0330 | 8.04 | |
| 0.8619 | 112.32 | |
| 0.1119 | 11.26 | |
| 2.5700 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0101 | 0.00 |
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Dec 4, 2009 to Feb 6, 2026
News Impact Curve
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