Telefonica SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.36% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7758 | 5.11 | |
| 0.0957 | 7.63 | |
| 0.8698 | 60.22 | |
| -0.0574 | -1.48 | |
| 0.1250 | 2.25 | |
| -0.1784 | -5.75 | |
| 0.2080 | 7.59 | |
| -0.1410 | -5.11 | |
| 0.0572 | 1.87 | |
| -0.0112 | -0.38 | |
| -0.0075 | -0.32 |
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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