Sacyr Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.45% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0585 | 11.38 | |
| 0.6682 | 40.96 | |
| 0.0890 | 10.62 | |
| 0.0211 | 0.64 | |
| 0.0292 | 1.97 | |
| 0.9683 | 52.57 |
Estimation Period:
Mar 23, 2000 to Feb 13, 2026
Mar 23, 2000 to Feb 13, 2026
News Impact Curve
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