V-Lab: Alphabet Inc Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Alphabet Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, April 23rd, 2024:28.69% (-0.21%)

Analysis last updated: Monday, April 22, 2024 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0697	16.07
$α$	0.2689	51.41
$β$	0.7065	131.51
$γ$	0.1076	13.24
$δ$	0.8864	9.88

Estimation Period:
Mar 27, 2014 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts