Telefonica Sa AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.88% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 5.37 | |
| 0.0617 | 13.05 | |
| 0.9089 | 124.61 | |
| 0.6238 | 6.78 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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