Telefonica Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.99% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 6.98 | |
| 0.0332 | 6.09 | |
| 0.9344 | 167.27 | |
| 0.0249 | 2.30 |
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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