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V-Lab

AT&T Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

30.34%

decreased by 1.46%

1 Week

30.31%

decreased by 1.49%

1 Month

30.19%

decreased by 1.61%

Analysis last updated: Friday, August 7, 2026 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 73% more than equivalent positive returns. The volatility power δ = 1.15 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0269
22.07***
α

ARCH

Response to squared shocks

0.0714
39.37***
β

GARCH

Volatility persistence

0.9286
490.78***
γ

leverage

Additional response to negative shocks

0.2336
12.23***
δ

power

Transformation power

1.1513
27.75***

Persistence:

0.987

Half-life:

51 days