Ferrovial SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.93% (+10.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6923 | 16.58 | |
| 0.3289 | 7.06 | |
| 0.3597 | 14.68 | |
| 0.1133 | 1.43 |
Estimation Period:
Jun 16, 2023 to Feb 6, 2026
Jun 16, 2023 to Feb 6, 2026
News Impact Curve
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