Sacyr Sa EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.54% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 6.38 | |
| 0.0617 | 13.21 | |
| 0.9925 | 1,034.97 | |
| -0.0275 | -7.34 |
Estimation Period:
Mar 23, 2000 to Feb 6, 2026
Mar 23, 2000 to Feb 6, 2026
News Impact Curve
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