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 2nd, 2025:24.25% (+0.10%)

Analysis last updated: Friday, May 30, 2025 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9200	7.60
$α$	0.0744	8.76
$β$	0.8753	62.53
$γ_{1}$	0.0275	1.15
$γ_{2}$	0.0000	0.00
$γ_{3}$	-0.1173	-4.71
$γ_{4}$	0.1608	7.33
$γ_{5}$	-0.1104	-5.07
$γ_{6}$	0.0866	3.08
$γ_{7}$	-0.0645	-1.93
$γ_{8}$	0.0101	0.36

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts