Telefonica SA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.22% (-1.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7573 | 4.92 | |
| 0.0939 | 7.95 | |
| 0.8732 | 66.92 | |
| -0.0664 | -1.69 | |
| 0.1403 | 2.50 | |
| -0.1902 | -6.08 | |
| 0.2182 | 7.85 | |
| -0.1507 | -5.35 | |
| 0.0695 | 2.21 | |
| -0.0341 | -0.98 | |
| 0.0522 | 0.64 |
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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