Telefonica SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.57% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 17.03 | |
| 0.1643 | 38.45 | |
| 0.9788 | 953.02 | |
| -0.0450 | -13.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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