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

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AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 24th, 2025:28.69% (+6.84%)

Analysis last updated: Thursday, October 23, 2025 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0524	19.59
$β$	0.8226	92.65
$γ$	0.0585	13.47
$λ_{1}$	0.0107	2.39
$λ_{2}$	0.0391	3.28
$λ_{3}$	0.9566	69.31

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts