Ferrovial SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.54% (+7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0255 | 5.96 | |
| 0.1308 | 2.59 | |
| 0.4084 | 4.85 | |
| 0.0555 | 0.64 |
Estimation Period:
May 9, 2024 to Feb 6, 2026
May 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities