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 Monday, December 23rd, 2024:23.64% (-1.02%)

Analysis last updated: Saturday, December 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0529	19.65
$β$	0.8238	97.74
$γ$	0.0616	14.03
$λ_{1}$	0.0096	2.54
$λ_{2}$	0.0360	3.56
$λ_{3}$	0.9602	82.15

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts