Fomento de Construcciones y Contratas SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.34% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1445 | 12.13 | |
| 0.0683 | 13.85 | |
| 0.8727 | 239.96 | |
| 0.0618 | 7.67 |
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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