Telefonica Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.44% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 6.10 | |
| 0.1066 | 11.78 | |
| 0.9887 | 473.04 | |
| -0.0411 | -6.16 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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