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V-Lab

Telefonica SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.36% (-1.66%)
Analysis last updated: Sunday, February 8, 2026 at 02:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Telefonica SA S0GARCH
paramt-stat
ω0.77585.11
α0.09577.63
β0.869860.22
γ1-0.0574-1.48
γ20.12502.25
γ3-0.1784-5.75
γ40.20807.59
γ5-0.1410-5.11
γ60.05721.87
γ7-0.0112-0.38
γ8-0.0075-0.32
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts