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V-Lab

Sacyr Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.65% (-1.67%)
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 SGARCH
paramt-stat
ω0.94082.70
α0.09124.32
β0.767517.84
γ1-0.0882-0.48
γ20.30901.24
γ3-0.3690-3.39
γ40.16862.62
γ5-0.0447-0.83
γ60.01760.30
γ70.04790.83
γ8-0.1282-1.54
γ90.23331.57
Estimation Period:
Mar 23, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts