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V-Lab

AT&T Inc GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

31.47%

decreased by 0.90%

1 Week

31.38%

decreased by 0.99%

1 Month

31.01%

decreased by 1.36%

Analysis last updated: Friday, August 7, 2026 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc GARCH

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

With persistence 0.991, volatility shocks have a half-life of 76 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0235
19.88***
α

ARCH

Response to squared shocks

0.0525
33.98***
β

GARCH

Volatility persistence

0.9385
565.68***

Persistence:

0.991

Half-life:

76 days