V-Lab: AT&T Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

AT&T Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.46% (-0.09%)

Analysis last updated: Friday, April 26, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9942	4.32
$α$	0.0720	33.63
$β$	0.9916	514.58
$ν$	6	8.44

Estimation Period:
Jan 2, 1990 to Apr 26, 2024