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

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V-Lab

AT&T Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:23.67% (-0.77%)

Analysis last updated: Thursday, October 16, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9274	7.61
$α$	0.0730	8.82
$β$	0.8790	65.03
$γ_{1}$	0.0277	1.18
$γ_{2}$	-0.0015	-0.04
$γ_{3}$	-0.1153	-4.66
$γ_{4}$	0.1598	7.30
$γ_{5}$	-0.1077	-4.99
$γ_{6}$	0.0807	2.72
$γ_{7}$	-0.0582	-1.30
$γ_{8}$	-0.0111	-0.15

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts