V-Lab: AT&T Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

AT&T Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.68% (+0.13%)

Analysis last updated: Friday, April 19, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9167	7.44
$α$	0.0769	8.71
$β$	0.8726	59.76
$γ_{1}$	0.0200	0.78
$γ_{2}$	0.0209	0.55
$γ_{3}$	-0.1456	-5.39
$γ_{4}$	0.1870	7.65
$γ_{5}$	-0.1347	-4.85
$γ_{6}$	0.1079	2.95
$γ_{7}$	-0.0742	-1.72
$γ_{8}$	0.0288	0.57

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts