Telefonica Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.53% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 11.57 | |
| 0.1471 | 18.09 | |
| 0.9773 | 451.81 | |
| -0.0439 | -6.87 |
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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