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

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AT&T Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:18.59% (-0.54%)

Analysis last updated: Thursday, December 4, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0524	19.64
$β$	0.8217	93.29
$γ$	0.0590	13.56
$λ_{1}$	0.0107	2.40
$λ_{2}$	0.0391	3.30
$λ_{3}$	0.9566	69.84

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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