V-Lab
AT&T Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
26.68%
decreased by 1.01%
1 Week
26.78%
decreased by 0.91%
1 Month
27.08%
decreased by 0.61%
Analysis last updated: Friday, September 18, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 18, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 15 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9491 | 7.69*** |
| αARCH | 0.0718 | 8.90*** |
| βGARCH | 0.8841 | 69.37*** |
Spline Coefficients
K=8
| γ1 | 0.0340 | 1.50 |
| γ2 | -0.0182 | -0.54 |
| γ3 | -0.0927 | -3.77*** |
| γ4 | 0.1392 | 6.19*** |
| γ5 | -0.0891 | -4.42*** |
| γ6 | 0.0657 | 2.87*** |
| γ7 | -0.0632 | -2.57** |
| γ8 | 0.0239 | 1.21 |
0.956
Persistence15d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9491 | 7.69*** |
α ARCH Response to squared shocks | 0.0718 | 8.90*** |
β GARCH Volatility persistence | 0.8841 | 69.37*** |
Spline Coefficients
K=8
| γ1 | 0.0340 | 1.50 |
| γ2 | -0.0182 | -0.54 |
| γ3 | -0.0927 | -3.77*** |
| γ4 | 0.1392 | 6.19*** |
| γ5 | -0.0891 | -4.42*** |
| γ6 | 0.0657 | 2.87*** |
| γ7 | -0.0632 | -2.57** |
| γ8 | 0.0239 | 1.21 |
Persistence:
0.956
Half-life:
15 days
Other Zero Slope Spline-GARCH Analyses on Equities