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

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AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:19.81% (-0.64%)

Analysis last updated: Thursday, November 13, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0524	19.64
$β$	0.8226	93.47
$γ$	0.0587	13.50
$λ_{1}$	0.0106	2.41
$λ_{2}$	0.0388	3.32
$λ_{3}$	0.9569	70.73

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

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