Telefonica SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.65% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 18.88 | |
| 0.0897 | 33.22 | |
| 0.8945 | 319.81 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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