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

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:26.56% (+2.38%)

Analysis last updated: Friday, July 11, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0529	19.62
$β$	0.8217	92.93
$γ$	0.0586	13.49
$λ_{1}$	0.0102	2.37
$λ_{2}$	0.0382	3.32
$λ_{3}$	0.9578	71.96

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts