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

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:20.63% (-0.41%)

Analysis last updated: Thursday, July 31, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0529	19.66
$β$	0.8225	93.02
$γ$	0.0581	13.41
$λ_{1}$	0.0104	2.38
$λ_{2}$	0.0384	3.30
$λ_{3}$	0.9575	71.19

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts