Fomento de Construcciones y Contratas SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.54% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1328 | 11.27 | |
| 0.1012 | 25.86 | |
| 0.8680 | 244.57 | |
| 0.4587 | 8.32 |
Estimation Period:
Mar 12, 1992 to Feb 6, 2026
Mar 12, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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