Telefonica SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.27% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 18.68 | |
| 0.0555 | 15.88 | |
| 0.9059 | 307.19 | |
| 0.0514 | 9.08 |
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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