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

V-Lab

AT&T Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:22.83% (-0.53%)

Analysis last updated: Tuesday, July 8, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9283	7.73
$α$	0.0742	8.77
$β$	0.8757	62.78
$γ_{1}$	0.0279	1.18
$γ_{2}$	0.0005	0.02
$γ_{3}$	-0.1202	-4.85
$γ_{4}$	0.1650	7.54
$γ_{5}$	-0.1144	-5.12
$γ_{6}$	0.0893	2.84
$γ_{7}$	-0.0661	-1.43
$γ_{8}$	0.0083	0.11

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts