V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:24.18% (-0.51%)
Analysis last updated: Wednesday, April 24, 2024 at 09:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1062 | 9.53 | |
| 0.0414 | 11.50 | |
| 0.9105 | 159.96 | |
| 0.0410 | 5.72 |
Estimation Period:
Aug 19, 2004 to Apr 19, 2024
Aug 19, 2004 to Apr 19, 2024