Telefonica Sa EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.75% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 10.24 | |
| 0.1387 | 32.19 | |
| 0.9840 | 762.81 | |
| -0.0488 | -11.72 |
Estimation Period:
Mar 4, 2002 to Feb 6, 2026
Mar 4, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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