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V-Lab

Telefonica Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.96% (-1.44%)
Analysis last updated: Sunday, February 8, 2026 at 12:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Telefonica Sa SGARCH
paramt-stat
ω0.58082.97
α0.08294.83
β0.861633.02
γ1-0.2708-1.26
γ20.29650.98
γ3-0.1128-0.59
γ40.30071.64
γ5-0.5286-2.44
γ60.65673.06
γ7-0.5558-3.01
γ80.20981.13
γ90.29900.89
Estimation Period:
Jul 25, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts