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V-Lab

Sacyr Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.03% (-1.80%)
Analysis last updated: Tuesday, February 10, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sacyr Sa S0GARCH
paramt-stat
ω0.95242.71
α0.09304.40
β0.765318.14
γ1-0.0777-0.42
γ20.29031.16
γ3-0.3534-3.25
γ40.15562.40
γ5-0.0374-0.69
γ60.02030.34
γ70.02840.51
γ8-0.0766-1.24
γ90.09681.56
Estimation Period:
Mar 23, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts