grepcent / static financial knowledge base

T company profile

T Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

Volatility estimates

For T over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 35.13%, long-run annualized volatility 23.87%, and GARCH persistence 0.62.

The GARCH model's 1-day-ahead volatility estimate is 45.37%, its 5-day-ahead estimate is 28.17%, and its 21-day-ahead estimate is 23.87%.

Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 36.51%, trailing 21-day volatility 36.29%, and trailing-window volatility 23.52%.

Experimental regime signal

lmfin's experimental regime detector reports 8.00 detected change-points in the pinned window. The current experimental volatility state is high, with 18.00 days in that state.

Volatility figure

T annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.T annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.T annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%25.0%50.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility35.13%3y2026-06-30
Long-run annualized volatility23.87%3y2026-06-30
GARCH model 1-day-ahead volatility estimate45.37%3y2026-06-30
GARCH model 5-day-ahead volatility estimate28.17%3y2026-06-30
GARCH model 21-day-ahead volatility estimate23.87%3y2026-06-30
EWMA annualized volatility36.51%3y2026-06-30
Trailing 21-day annualized volatility36.29%3y2026-06-30
Trailing-window annualized volatility23.52%3y2026-06-30
GARCH persistence0.623y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2026-01-28; days in state: 18.

Datelmfin note
2023-08-29BOCPD small-run probability exceeded threshold; P(run<=5)=0.32
2023-10-19BOCPD MAP run length reset from 64 to 1; P(run<=5)=0.91
2024-07-24BOCPD MAP run length reset from 254 to 3; P(run<=5)=0.70
2025-01-27BOCPD MAP run length reset from 381 to 1; P(run<=5)=0.91
2025-03-04BOCPD MAP run length reset from 406 to 1; P(run<=5)=0.79
2025-04-04BOCPD MAP run length reset from 429 to 1; P(run<=5)=0.79
2025-10-06BOCPD MAP run length reset from 555 to 4; P(run<=5)=0.42
2026-01-28BOCPD MAP run length reset from 174 to 1; P(run<=5)=0.54

Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol T --window 3y --end 2026-06-30 --json. Regime command: lmfin regime T --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice.