Ferrovial SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.31% (+15.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.2754 | 2.01 | |
| 0.4525 | 4.99 | |
| 0.5375 | 54.62 | |
| 21.9602 | 2.79 | |
| -16.9874 | -1.70 | |
| -26.3754 | -8.70 | |
| 32.3127 | 4.24 | |
| 2.5344 | 0.35 | |
| -27.0748 | -5.70 | |
| 16.1990 | 4.58 | |
| -3.5146 | -1.72 | |
| 1.2450 | 1.39 | |
| -0.3782 | -1.04 |
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Dec 4, 2009 to Feb 6, 2026
News Impact Curve
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