Construcciones y Auxiliar de Ferrocarriles SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.13% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 24.46 | |
| 0.2105 | 32.05 | |
| 0.9412 | 341.03 | |
| -0.0231 | -4.11 |
Estimation Period:
Mar 27, 1990 to Feb 6, 2026
Mar 27, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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