Telefonica SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:30.87% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0603 | 13.90 | |
| 0.8531 | 139.97 | |
| 0.0599 | 10.51 | |
| 0.0179 | 7.07 | |
| 0.0293 | 6.45 | |
| 0.9654 | 184.69 |
Estimation Period:
Jan 1, 1998 to Jan 30, 2026
Jan 1, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Telefonica SA Analyses
Other MF2-GARCH Analyses on Depositary Receipts