Telefonica SA GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.22% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0535 | 17.40 | |
| 0.0825 | 24.18 | |
| 0.9053 | 275.24 |
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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