Telefonica Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.69% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 6.43 | |
| 0.0516 | 11.98 | |
| 0.9295 | 152.70 |
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Oct 4, 2017 to Feb 6, 2026
News Impact Curve
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