V-Lab: AT&T Inc GAS-GARCH Student T Volatility Analysis

V-Lab

AT&T Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:19.80% (-1.09%)

Analysis last updated: Wednesday, June 18, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9021	4.36
$α$	0.0710	32.79
$β$	0.9910	480.59
$ν$	5.7212	8.37

Estimation Period:
Jan 2, 1990 to Jun 18, 2025