There's also the unsettling aroma of authenticity that comes with the film's "inspired by real events" status. Now, it's a good idea to take any true story tale promoting a horror film with more than a few grains of salt -- remember, The Bye Bye Man was also "real" according to the press materials -- but the way the "true" aspects of Veronica are folded into the film makes for some effective storytelling. Plaza does more than just slap a quick disclaimer title card on the screen before the credits. (Warning: Spoilers for Veronica follow.)
The real story that inspired Veronica is referred to as the "Vallecas Case" and dates back to 1991, which is when Veronica is also set. As detailed in this Newsweek piece about the actual case, the movie deviates from the true story in many ways. For one thing, the girl's name was Estefania Gutierrez Lazaro, not Veronica, and she did not die in her house as portrayed at the end of the film when the detective arrives and finds her body levitating. Instead, she passed away in a hospital in Madrid. The police didn't become part of the investigation until over a year after her death.
So, what parts of the movie are true? According to Newsweek, there was a Ouija board involved and a nun at Estefania's school broke up the activity before it was finished. More importantly, the text that accompanies the end of the movie, where we see the detective tying out his police report, is inspired by a real police report that was filed after her death. The cops reported that they saw a "situation of mystery and rarity." It's one of the few situations where authorities admit they saw something genuinely unexplainable -- and, unsurprisingly, it's become a source of fascination in Spain ever since.
Even though it's brief, Plaza's use of bookends and a flashback structure involving the police officer give the movie a sense of legitimacy. The slight whiff of non-fiction creates some compelling tension with the film's more dream-like touches. (For example, there's a great shot of Veronica running across pavement that suddenly turns into the pages of an occult manual she was just reading.) By playing the real off the surreal, Veronica finds an often chilling middle ground.