Telefonica Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.83% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0748 | 10.82 | |
| 0.0802 | 22.52 | |
| 0.8896 | 189.36 | |
| 0.6026 | 11.47 |
Estimation Period:
Jul 25, 2006 to Feb 6, 2026
Jul 25, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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