Telefonica Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.82% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 12.87 | |
| 0.0786 | 19.96 | |
| 0.8966 | 180.40 |
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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