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

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AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:23.41% (-0.61%)

Analysis last updated: Thursday, November 13, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9278	7.63
$α$	0.0722	8.71
$β$	0.8800	65.45
$γ_{1}$	0.0295	1.27
$γ_{2}$	-0.0060	-0.17
$γ_{3}$	-0.1093	-4.43
$γ_{4}$	0.1538	7.05
$γ_{5}$	-0.1032	-5.01
$γ_{6}$	0.0802	3.13
$γ_{7}$	-0.0665	-2.23
$γ_{8}$	0.0176	0.71

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts