V-Lab
AT&T Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
22.90%
1 Week
21.47%
1 Month
17.64%
Analysis last updated: Monday, September 14, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 12% more than equivalent positive returns. The volatility power δ = 0.66 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0340 | 6.94*** |
| αARCH | 0.1879 | 15.78*** |
| βGARCH | 0.8002 | 62.99*** |
| γleverage | 0.0884 | 3.85*** |
| δpower | 0.6558 | 4.15*** |
0.951
Persistence14d
Half-lifeAPMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0340 | 6.94*** |
α ARCH Response to squared shocks | 0.1879 | 15.78*** |
β GARCH Volatility persistence | 0.8002 | 62.99*** |
γ leverage Additional response to negative shocks | 0.0884 | 3.85*** |
δ power Transformation power | 0.6558 | 4.15*** |
Persistence:
0.951
Half-life:
14 days
Other Asy. Power MEM Analyses on Equities