V-Lab: AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

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AT&T Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:21.06% (-0.40%)

Analysis last updated: Thursday, December 4, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9175	7.47
$α$	0.0728	8.76
$β$	0.8794	65.30
$γ_{1}$	0.0271	1.15
$γ_{2}$	-0.0029	-0.08
$γ_{3}$	-0.1099	-4.45
$γ_{4}$	0.1535	7.04
$γ_{5}$	-0.1025	-5.02
$γ_{6}$	0.0794	3.15
$γ_{7}$	-0.0670	-2.29
$γ_{8}$	0.0191	0.78

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts