Ferrovial SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0370 | 9.94 | |
| 0.8052 | 103.47 | |
| 0.1006 | 16.12 | |
| 0.0108 | 2.75 | |
| 0.0313 | 4.19 | |
| 0.9649 | 112.75 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
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