AT&T Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 12th, 2026
1 Day
48.45%
increased by 25.48%
1 Week
47.20%
increased by 24.23%
1 Month
43.17%
increased by 20.20%
Analysis last updated: Saturday, October 10, 2026 at 02:44 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 9, 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 16 trading days.
τ
Zero Slope Spline-GARCH Model
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Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.9218 | 7.26*** |
| αARCH | 0.0702 | 8.82*** |
| βGARCH | 0.8874 | 71.33*** |
Spline Coefficients
K=8
| γ1 | 0.0304 | 1.31 |
| γ2 | -0.0142 | -0.41 |
| γ3 | -0.0931 | -3.75*** |
| γ4 | 0.1385 | 6.09*** |
| γ5 | -0.0870 | -4.24*** |
| γ6 | 0.0612 | 2.62*** |
| γ7 | -0.0554 | -2.15** |
| γ8 | 0.0159 | 0.74 |
0.958
Persistence16d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9218 | 7.26*** |
α ARCH Response to squared shocks | 0.0702 | 8.82*** |
β GARCH Volatility persistence | 0.8874 | 71.33*** |
Spline Coefficients
K=8
| γ1 | 0.0304 | 1.31 |
| γ2 | -0.0142 | -0.41 |
| γ3 | -0.0931 | -3.75*** |
| γ4 | 0.1385 | 6.09*** |
| γ5 | -0.0870 | -4.24*** |
| γ6 | 0.0612 | 2.62*** |
| γ7 | -0.0554 | -2.15** |
| γ8 | 0.0159 | 0.74 |
Persistence:
0.958
Half-life:
16 days
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