Telefonica Sa AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.64% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 12.76 | |
| 0.0871 | 32.15 | |
| 0.8885 | 285.32 | |
| 0.5145 | 12.87 |
Estimation Period:
Mar 4, 2002 to Feb 6, 2026
Mar 4, 2002 to Feb 6, 2026
News Impact Curve
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