V-Lab: AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:21.41% (-0.37%)

Analysis last updated: Friday, June 27, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9180	7.60
$α$	0.0745	8.77
$β$	0.8752	62.39
$γ_{1}$	0.0263	1.11
$γ_{2}$	0.0011	0.03
$γ_{3}$	-0.1169	-4.71
$γ_{4}$	0.1598	7.33
$γ_{5}$	-0.1092	-5.11
$γ_{6}$	0.0857	3.11
$γ_{7}$	-0.0655	-2.00
$γ_{8}$	0.0123	0.45

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

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Volatility Forecasts

Volatility Forecasts