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

V-Lab

AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:20.81% (+0.33%)

Analysis last updated: Wednesday, August 27, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0527	19.64
$β$	0.8230	92.93
$γ$	0.0581	13.43
$λ_{1}$	0.0107	2.38
$λ_{2}$	0.0389	3.26
$λ_{3}$	0.9568	69.22

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts