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 27th, 2025:28.79% (+0.37%)

Analysis last updated: Friday, October 24, 2025 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9117	7.42
$α$	0.0728	8.75
$β$	0.8793	65.24
$γ_{1}$	0.0254	1.07
$γ_{2}$	0.0003	0.01
$γ_{3}$	-0.1126	-4.55
$γ_{4}$	0.1555	7.12
$γ_{5}$	-0.1042	-5.03
$γ_{6}$	0.0809	3.14
$γ_{7}$	-0.0665	-2.21
$γ_{8}$	0.0169	0.68

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts