V-Lab: AT&T Inc MF2-GARCH Volatility Analysis

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:23.23% (-0.50%)

Analysis last updated: Wednesday, June 18, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0531	19.65
$β$	0.8209	92.30
$γ$	0.0586	13.47
$λ_{1}$	0.0103	2.36
$λ_{2}$	0.0385	3.30
$λ_{3}$	0.9575	71.17

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

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Volatility Forecasts

Volatility Forecasts