Ferrovial SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.90% (+14.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6280 | 3.25 | |
| 0.4223 | 4.11 | |
| 0.3203 | 3.30 | |
| -1.0548 | -2.51 | |
| 1.2971 | 2.51 |
Estimation Period:
Jun 16, 2023 to Feb 6, 2026
Jun 16, 2023 to Feb 6, 2026
News Impact Curve
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