V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:56.81% (-2.30%)

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
$m$	66
$α$	0.1130	5.38
$β$	0.6761	32.33
$γ$	0.0716	2.94
$λ_{1}$	0.0936	0.99
$λ_{2}$	0.1253	1.36
$λ_{3}$	0.8521	7.01

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts