Construcciones y Auxiliar de Ferrocarriles SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.41% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 20.75 | |
| 0.1019 | 31.97 | |
| 0.8638 | 201.25 | |
| 0.1167 | 2.34 |
Estimation Period:
Mar 27, 1990 to Feb 13, 2026
Mar 27, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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