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 Monday, October 13th, 2025:26.37% (-0.67%)

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
$ω$	0.9136	7.43
$α$	0.0730	8.75
$β$	0.8790	65.03
$γ_{1}$	0.0258	1.09
$γ_{2}$	-0.0004	-0.01
$γ_{3}$	-0.1122	-4.53
$γ_{4}$	0.1553	7.10
$γ_{5}$	-0.1045	-5.03
$γ_{6}$	0.0816	3.14
$γ_{7}$	-0.0669	-2.20
$γ_{8}$	0.0172	0.68

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

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Volatility Forecasts