Sacyr Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.65% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9408 | 2.70 | |
| 0.0912 | 4.32 | |
| 0.7675 | 17.84 | |
| -0.0882 | -0.48 | |
| 0.3090 | 1.24 | |
| -0.3690 | -3.39 | |
| 0.1686 | 2.62 | |
| -0.0447 | -0.83 | |
| 0.0176 | 0.30 | |
| 0.0479 | 0.83 | |
| -0.1282 | -1.54 | |
| 0.2333 | 1.57 |
Estimation Period:
Mar 23, 2000 to Feb 6, 2026
Mar 23, 2000 to Feb 6, 2026
News Impact Curve
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