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Ferrovial SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.31% (+15.61%)
Analysis last updated: Saturday, February 7, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferrovial SE S0GARCH
paramt-stat
ω6.27542.01
α0.45254.99
β0.537554.62
γ121.96022.79
γ2-16.9874-1.70
γ3-26.3754-8.70
γ432.31274.24
γ52.53440.35
γ6-27.0748-5.70
γ716.19904.58
γ8-3.5146-1.72
γ91.24501.39
γ10-0.3782-1.04
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts