V-Lab
AT&T Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
24.79%
decreased by 1.10%
1 Week
24.83%
decreased by 1.06%
1 Month
24.98%
decreased by 0.91%
Analysis last updated: Friday, August 21, 2026 at 11:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 78 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.73 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.9017 | 4.44*** |
α ARCH Response to squared shocks | 0.0693 | 33.71*** |
β GARCH Volatility persistence | 0.9911 | 494.32*** |
ν DF Student-t tail thickness | 5.7321 | 8.37*** |
Persistence:
0.991
Half-life:
78 days
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