Telefonica Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.91% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7188 | 4.63 | |
| 0.0660 | 2.30 | |
| 0.7307 | 6.50 | |
| 0.0756 | 0.07 | |
| -0.2008 | -0.12 | |
| 1.9431 | 1.66 | |
| -5.1826 | -4.73 | |
| 5.5933 | 5.83 | |
| -3.0982 | -3.20 | |
| 1.1536 | 1.06 | |
| -0.5544 | -0.49 | |
| 1.2633 | 0.89 | |
| -1.6841 | -1.32 |
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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