Ferrovial SE EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 2.51 | |
| 0.0993 | 13.94 | |
| 0.9716 | 237.33 | |
| -0.1116 | -12.73 |
Estimation Period:
Oct 4, 2017 to Dec 29, 2023
Oct 4, 2017 to Dec 29, 2023
News Impact Curve
Volatility Forecasts
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