Telefonica SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.79% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0557 | 15.67 | |
| 0.7882 | 97.53 | |
| 0.1033 | 14.90 | |
| 0.0256 | 3.41 | |
| 0.0588 | 3.33 | |
| 0.9326 | 46.06 |
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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