V-Lab: Alphabet Inc Asy. MEM Volatility Analysis

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V-Lab

Alphabet Inc Asy. MEM Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.11% (+1.52%)

Analysis last updated: Monday, April 29, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0870	18.65
$α$	0.2098	24.07
$β$	0.7134	150.01
$γ$	0.1108	7.24

Estimation Period:
Mar 27, 2014 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts