The output from the GSM modem is always just bytes.

But then it will matter what you are using it for - what mode the modem is in - how you are going to treat these bytes.

When playing with AT commands, you normally send ASCII characters and gets ASCII characters back.

But when establishing a connection, you can send any data through the connection.

And using the GSM 07.10 multiplexer standard, you may be able to create multiple virtual connections with the modem - some still communicating using AT commands, while other handling data transfers.