Ferrovial SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.12% (+3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0733 | 8.01 | |
| 0.0810 | 7.61 | |
| 0.8602 | 54.11 | |
| -0.0818 | -2.54 | |
| 0.2090 | 4.24 | |
| -0.2593 | -6.94 | |
| 0.1769 | 4.46 | |
| -0.0157 | -0.38 | |
| -0.0602 | -1.51 | |
| 0.0444 | 1.62 |
Estimation Period:
May 5, 1999 to Feb 6, 2026
May 5, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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