V-Lab
V-Lab
AT&T Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 4th, 2025:18.39% (+0.03%)
Analysis last updated: Friday, August 1, 2025 at 11:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AT&T Inc GJR-GARCH
paramt-stat
ω0.024720.17
α0.040519.54
β0.9382566.18
γ0.02345.85
Estimation Period:
Jan 2, 1990 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts