Telefonica SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.02% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9121 | 5.75 | |
| 0.0861 | 4.89 | |
| 0.8786 | 46.57 | |
| -0.1362 | -4.65 | |
| 0.2341 | 5.65 | |
| -0.1528 | -5.78 | |
| 0.0737 | 2.76 | |
| -0.0160 | -0.55 | |
| -0.0077 | -0.11 |
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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