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

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AT&T Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:19.15% (+0.12%)

Analysis last updated: Monday, December 15, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9260	7.56
$α$	0.0725	8.85
$β$	0.8803	65.99
$γ_{1}$	0.0279	1.19
$γ_{2}$	-0.0029	-0.08
$γ_{3}$	-0.1124	-4.55
$γ_{4}$	0.1569	7.16
$γ_{5}$	-0.1041	-4.92
$γ_{6}$	0.0760	2.65
$γ_{7}$	-0.0534	-1.23
$γ_{8}$	-0.0237	-0.32

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts