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

V-Lab

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V-Lab

AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:24.16% (+0.21%)

Analysis last updated: Thursday, April 25, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9395	7.76
$α$	0.0797	8.50
$β$	0.8569	52.06
$γ_{1}$	0.0353	0.90
$γ_{2}$	-0.0058	-0.10
$γ_{3}$	-0.0346	-0.77
$γ_{4}$	-0.1171	-2.86
$γ_{5}$	0.2732	7.29
$γ_{6}$	-0.2651	-6.34
$γ_{7}$	0.1874	3.89
$γ_{8}$	-0.0673	-1.41
$γ_{9}$	-0.0147	-0.25
$γ_{10}$	-0.0054	-0.10

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

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Volatility Forecasts

Volatility Forecasts