Construcciones y Auxiliar de Ferrocarriles SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.14% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6402 | 4.52 | |
| 0.1334 | 8.74 | |
| 0.7673 | 30.73 | |
| 0.0711 | 1.23 | |
| -0.1069 | -1.27 | |
| 0.0163 | 0.30 | |
| 0.0996 | 2.01 | |
| -0.1364 | -2.64 | |
| 0.0762 | 1.58 | |
| -0.0452 | -0.99 | |
| 0.0844 | 1.96 | |
| -0.1415 | -3.39 | |
| 0.1644 | 1.86 |
Estimation Period:
Mar 27, 1990 to Feb 6, 2026
Mar 27, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Construcciones y Auxiliar de Ferrocarriles SA Analyses
Other Spline-GARCH Analyses on International Equities