Telefonica SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.98% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0582 | 20.81 | |
| 0.0551 | 18.91 | |
| 0.8936 | 331.46 | |
| 0.0665 | 11.59 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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