Telefonica Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.93% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0856 | 13.52 | |
| 0.0491 | 9.47 | |
| 0.9017 | 183.49 | |
| 0.0484 | 5.46 |
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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