V-Lab: Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:53.49% (-4.34%)

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
$ω$	0.9817	4.17
$α$	0.1146	3.08
$β$	0.7023	9.36
$γ_{1}$	1.3662	2.11
$γ_{2}$	-2.7372	-2.86
$γ_{3}$	2.7147	3.80
$γ_{4}$	-1.8865	-2.68
$γ_{5}$	0.6009	0.72
$γ_{6}$	-0.4772	-0.61
$γ_{7}$	1.3528	2.35
$γ_{8}$	-1.8153	-3.21
$γ_{9}$	1.1652	2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts