Ferrovial SE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.57% (-9.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1200 | 1.39 | |
| 0.4972 | 31.83 | |
| 0.5026 | 50.84 | |
| -8.3423 | -0.36 | |
| 32.1637 | 1.34 | |
| -63.1971 | -14.45 | |
| 67.5189 | 6.83 | |
| -17.6865 | -1.92 | |
| -27.4569 | -5.17 | |
| 20.0949 | 5.35 | |
| -4.1031 | -1.95 | |
| 1.3073 | 1.34 | |
| -0.6498 | -0.88 |
Estimation Period:
Dec 4, 2009 to Feb 6, 2026
Dec 4, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ferrovial SE Analyses
Other Spline-GARCH Analyses on International Equities