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V-Lab

Telefonica Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.91% (-2.39%)
Analysis last updated: Saturday, February 7, 2026 at 08:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Telefonica Sa S0GARCH
paramt-stat
ω0.71884.63
α0.06602.30
β0.73076.50
γ10.07560.07
γ2-0.2008-0.12
γ31.94311.66
γ4-5.1826-4.73
γ55.59335.83
γ6-3.0982-3.20
γ71.15361.06
γ8-0.5544-0.49
γ91.26330.89
γ10-1.6841-1.32
Estimation Period:
Oct 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts