AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:22.08% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 20.24 | |
| 0.0402 | 19.52 | |
| 0.9382 | 569.66 | |
| 0.0237 | 5.95 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities