Ferrovial SE AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.43% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 6.40 | |
| 0.0677 | 38.07 | |
| 0.9151 | 463.84 | |
| 0.7629 | 24.72 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
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