Telefonica Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.23% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0581 | 15.95 | |
| 0.0434 | 14.04 | |
| 0.9026 | 286.08 | |
| 0.0691 | 10.68 |
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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