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V-Lab

AT&T Inc GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

29.47%

decreased by 0.79%

1 Week

29.40%

decreased by 0.86%

1 Month

29.12%

decreased by 1.14%

Analysis last updated: Monday, July 20, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 59% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0259
20.29***
α

ARCH

Response to squared shocks

0.0413
19.84***
β

GARCH

Volatility persistence

0.9365
563.49***
γ

leverage

Additional response to negative shocks

0.0243
6.07***

Persistence:

0.990

Half-life:

69 days