Ferrovial SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.35% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 18.18 | |
| 0.0277 | 11.72 | |
| 0.9295 | 478.88 | |
| 0.0624 | 12.88 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
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