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

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.68% (-0.06%)

Analysis last updated: Friday, May 30, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0532	19.59
$β$	0.8198	91.22
$γ$	0.0589	13.48
$λ_{1}$	0.0104	2.32
$λ_{2}$	0.0393	3.26
$λ_{3}$	0.9567	68.92

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts