AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:17.69% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 20.28 | |
| 0.0408 | 19.60 | |
| 0.9376 | 566.20 | |
| 0.0233 | 5.84 |
Estimation Period:
Jan 2, 1990 to Dec 24, 2025
Jan 2, 1990 to Dec 24, 2025
News Impact Curve
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