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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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