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Construcciones y Auxiliar de Ferrocarriles SA Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.14% (-1.43%)
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 SGARCH
paramt-stat
ω1.64024.52
α0.13348.74
β0.767330.73
γ10.07111.23
γ2-0.1069-1.27
γ30.01630.30
γ40.09962.01
γ5-0.1364-2.64
γ60.07621.58
γ7-0.0452-0.99
γ80.08441.96
γ9-0.1415-3.39
γ100.16441.86
Estimation Period:
Mar 27, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts