Telefonica SA EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.28% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 13.16 | |
| 0.1514 | 29.97 | |
| 0.9846 | 1,111.26 | |
| -0.0397 | -12.29 |
Estimation Period:
Jan 1, 1998 to Jan 30, 2026
Jan 1, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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