AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.78% (-0.41%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0249 | 20.19 | |
0.0403 | 19.52 | |
0.9381 | 567.83 | |
0.0240 | 6.01 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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