Sacyr Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.03% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9524 | 2.71 | |
| 0.0930 | 4.40 | |
| 0.7653 | 18.14 | |
| -0.0777 | -0.42 | |
| 0.2903 | 1.16 | |
| -0.3534 | -3.25 | |
| 0.1556 | 2.40 | |
| -0.0374 | -0.69 | |
| 0.0203 | 0.34 | |
| 0.0284 | 0.51 | |
| -0.0766 | -1.24 | |
| 0.0968 | 1.56 |
Estimation Period:
Mar 23, 2000 to Feb 6, 2026
Mar 23, 2000 to Feb 6, 2026
News Impact Curve
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