Ferrovial SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.43% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3026 | 5.15 | |
| 0.0580 | 31.38 | |
| 0.9921 | 611.66 | |
| 6.6976 | 6.07 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
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