V-Lab
AT&T Inc MEM Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
27.95%
decreased by 0.10%
1 Week
27.94%
decreased by 0.11%
1 Month
27.91%
decreased by 0.14%
Analysis last updated: Monday, August 10, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 44 trading days, meaning a shock loses half its impact after approximately 44 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0469 | 9.88*** |
α ARCH Response to squared shocks | 0.1788 | 51.12*** |
β GARCH Volatility persistence | 0.8057 | 285.73*** |
Persistence:
0.985
Half-life:
44 days
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