AT&T Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
27.35%
decreased by 0.94%
1 Week
27.31%
decreased by 0.98%
1 Month
27.15%
decreased by 1.14%
Analysis last updated: Tuesday, July 21, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
The news-impact curve is shifted (γ = 0.24) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0356 | 19.14*** |
α ARCH Response to squared shocks | 0.0686 | 43.54*** |
β GARCH Volatility persistence | 0.9165 | 561.25*** |
γ leverage Additional response to negative shocks | 0.2351 | 7.25*** |
Persistence:
0.985
Half-life:
46 days
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