Ferrovial SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.62% (+15.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.4370 | 19.71 | |
| 0.2842 | 8.27 | |
| -0.0848 | -2.31 | |
| 1.8849 | 0.45 | |
| 0.2594 | 0.46 | |
| 0.4867 | 0.42 |
Estimation Period:
Jun 16, 2023 to Feb 6, 2026
Jun 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities