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

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:22.54% (-0.39%)

Analysis last updated: Friday, June 27, 2025 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0531	19.70
$β$	0.8218	93.08
$γ$	0.0584	13.45
$λ_{1}$	0.0102	2.39
$λ_{2}$	0.0381	3.33
$λ_{3}$	0.9579	72.52

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts