V-Lab: AT&T Inc APARCH Volatility Analysis

V-Lab

AT&T Inc APARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:19.30% (-0.09%)

Analysis last updated: Friday, September 19, 2025 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0268	21.93
$α$	0.0714	38.66
$β$	0.9286	483.64
$γ$	0.2353	11.85
$δ$	1.1302	26.63

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts