Telefonica Sa EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0113 | 1.48 | |
| 0.0434 | 7.67 | |
| 0.9933 | 398.91 | |
| -0.0644 | -10.17 |
Estimation Period:
Nov 23, 2017 to Sep 29, 2023
Nov 23, 2017 to Sep 29, 2023
News Impact Curve
Volatility Forecasts
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