Ferrovial SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.67% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 10.41 | |
| 0.1181 | 31.87 | |
| 0.9862 | 1,208.61 | |
| -0.0549 | -17.95 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities