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Construcciones y Auxiliar de Ferrocarriles SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.84% (-1.57%)
Analysis last updated: Wednesday, February 11, 2026 at 11:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Construcciones y Auxiliar de Ferrocarriles SA S0GARCH
paramt-stat
ω1.52464.14
α0.13438.81
β0.761930.55
γ10.04290.71
γ2-0.0665-0.76
γ30.00060.01
γ40.10012.03
γ5-0.1257-2.45
γ60.05921.23
γ7-0.0255-0.56
γ80.06111.37
γ9-0.1067-2.54
γ100.08852.93
Estimation Period:
Mar 27, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts