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V-Lab

Ferrovial SE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.57% (-9.60%)
Analysis last updated: Wednesday, February 11, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ferrovial SE SGARCH
paramt-stat
ω6.12001.39
α0.497231.83
β0.502650.84
γ1-8.3423-0.36
γ232.16371.34
γ3-63.1971-14.45
γ467.51896.83
γ5-17.6865-1.92
γ6-27.4569-5.17
γ720.09495.35
γ8-4.1031-1.95
γ91.30731.34
γ10-0.6498-0.88
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts