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 Wednesday, September 17th, 2025:22.26% (-0.11%)

Analysis last updated: Tuesday, September 16, 2025 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9271	7.68
$α$	0.0732	8.73
$β$	0.8780	64.17
$γ_{1}$	0.0275	1.18
$γ_{2}$	-0.0016	-0.05
$γ_{3}$	-0.1135	-4.59
$γ_{4}$	0.1567	7.19
$γ_{5}$	-0.1063	-5.08
$γ_{6}$	0.0835	3.16
$γ_{7}$	-0.0675	-2.17
$γ_{8}$	0.0167	0.65

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts