V-Lab
V-Lab
AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:29.64% (-0.48%)
Analysis last updated: Friday, May 16, 2025 at 11:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc GJR-GARCH
paramt-stat
ω0.024020.06
α0.039919.47
β0.9392569.87
γ0.02345.92
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts