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How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9347	7.52***
α ARCH Response to squared shocks	0.0714	8.85***
β GARCH Volatility persistence	0.8845	69.35***

γ₁	0.0317	1.39
γ₂	-0.0149	-0.44
γ₃	-0.0945	-3.83***
γ₄	0.1404	6.25***
γ₅	-0.0899	-4.46***
γ₆	0.0660	2.88***
γ₇	-0.0628	-2.52**
γ₈	0.0233	1.15

V-Lab

AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other AT&T Inc Analyses