Telefonica Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.96% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5808 | 2.97 | |
| 0.0829 | 4.83 | |
| 0.8616 | 33.02 | |
| -0.2708 | -1.26 | |
| 0.2965 | 0.98 | |
| -0.1128 | -0.59 | |
| 0.3007 | 1.64 | |
| -0.5286 | -2.44 | |
| 0.6567 | 3.06 | |
| -0.5558 | -3.01 | |
| 0.2098 | 1.13 | |
| 0.2990 | 0.89 |
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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