Ferrovial SE GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.73% (+6.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6589 | 7.77 | |
| 0.1176 | 1.93 | |
| 0.3099 | 4.01 | |
| 3.8175 | 0.98 |
Estimation Period:
May 9, 2024 to Feb 6, 2026
May 9, 2024 to Feb 6, 2026
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