Telefonica SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.08% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9233 | 5.81 | |
| 0.0860 | 5.03 | |
| 0.8786 | 46.08 | |
| -0.1336 | -4.57 | |
| 0.2303 | 5.57 | |
| -0.1507 | -5.70 | |
| 0.0723 | 2.74 | |
| -0.0154 | -0.64 | |
| -0.0067 | -0.37 |
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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