V-Lab: AT&T Inc GJR-GARCH Volatility Analysis

V-Lab

AT&T Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:28.00% (+0.78%)

Analysis last updated: Thursday, May 8, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0241	20.09
$α$	0.0401	19.43
$β$	0.9390	568.41
$γ$	0.0233	5.87

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts