V-Lab: AT&T Inc APARCH Volatility Analysis

V-Lab

AT&T Inc APARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:29.11% (-1.00%)

Analysis last updated: Wednesday, April 23, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0270	21.91
$α$	0.0719	38.44
$β$	0.9281	477.67
$γ$	0.2369	11.90
$δ$	1.1224	26.46

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts