Ferrovial SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.70% (+10.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5514 | 15.20 | |
| 0.5911 | 21.93 | |
| 0.6862 | 35.04 | |
| -0.0492 | -1.97 |
Estimation Period:
Jun 16, 2023 to Feb 6, 2026
Jun 16, 2023 to Feb 6, 2026
News Impact Curve
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