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

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AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:25.27% (-1.14%)

Analysis last updated: Saturday, October 11, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0523	19.57
$β$	0.8235	93.04
$γ$	0.0585	13.50
$λ_{1}$	0.0106	2.40
$λ_{2}$	0.0387	3.29
$λ_{3}$	0.9570	70.25

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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