V-Lab
AT&T Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
25.02%
increased by 0.32%
1 Week
25.26%
increased by 0.56%
1 Month
25.97%
increased by 1.27%
Analysis last updated: Monday, September 14, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 11, 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 | 0.9463 | 7.64*** |
| αARCH | 0.0712 | 8.87*** |
| βGARCH | 0.8850 | 69.75*** |
Spline Coefficients
K=8
| γ1 | 0.0342 | 1.51 |
| γ2 | -0.0187 | -0.55 |
| γ3 | -0.0924 | -3.74*** |
| γ4 | 0.1391 | 6.16*** |
| γ5 | -0.0891 | -4.40*** |
| γ6 | 0.0656 | 2.86*** |
| γ7 | -0.0633 | -2.56** |
| γ8 | 0.0242 | 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 | 0.9463 | 7.64*** |
α ARCH Response to squared shocks | 0.0712 | 8.87*** |
β GARCH Volatility persistence | 0.8850 | 69.75*** |
Spline Coefficients
K=8
| γ1 | 0.0342 | 1.51 |
| γ2 | -0.0187 | -0.55 |
| γ3 | -0.0924 | -3.74*** |
| γ4 | 0.1391 | 6.16*** |
| γ5 | -0.0891 | -4.40*** |
| γ6 | 0.0656 | 2.86*** |
| γ7 | -0.0633 | -2.56** |
| γ8 | 0.0242 | 1.21 |
Persistence:
0.956
Half-life:
15 days
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