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

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V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:29.29% (-1.72%)

Analysis last updated: Monday, March 10, 2025 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0531	19.66
$β$	0.8198	93.31
$γ$	0.0607	13.76
$λ_{1}$	0.0101	2.38
$λ_{2}$	0.0382	3.35
$λ_{3}$	0.9579	72.96

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts