Construcciones y Auxiliar de Ferrocarriles SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.84% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5246 | 4.14 | |
| 0.1343 | 8.81 | |
| 0.7619 | 30.55 | |
| 0.0429 | 0.71 | |
| -0.0665 | -0.76 | |
| 0.0006 | 0.01 | |
| 0.1001 | 2.03 | |
| -0.1257 | -2.45 | |
| 0.0592 | 1.23 | |
| -0.0255 | -0.56 | |
| 0.0611 | 1.37 | |
| -0.1067 | -2.54 | |
| 0.0885 | 2.93 |
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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