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

V-Lab

| |

V-Lab

AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:25.46% (-0.65%)

Analysis last updated: Saturday, December 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9351	7.74
$α$	0.0763	8.73
$β$	0.8725	61.02
$γ_{1}$	0.0293	1.21
$γ_{2}$	0.0004	0.01
$γ_{3}$	-0.1230	-4.82
$γ_{4}$	0.1671	7.41
$γ_{5}$	-0.1175	-4.98
$γ_{6}$	0.0937	3.02
$γ_{7}$	-0.0675	-1.85
$γ_{8}$	0.0099	0.33

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts