V-Lab
V-Lab
AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 12th, 2025:17.78% (-0.38%)
Analysis last updated: Monday, August 11, 2025 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc GJR-GARCH
paramt-stat
ω0.024720.16
α0.040519.54
β0.9381566.51
γ0.02345.86
Estimation Period:
Jan 2, 1990 to Aug 8, 2025
Impact of return on volatility tomorrow
Volatility Forecasts