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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-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