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

V-Lab

| |

V-Lab

Alphabet Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:33.00% (-4.01%)

Analysis last updated: Thursday, May 2, 2024 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0692	16.03
$α$	0.2686	51.44
$β$	0.7070	131.86
$γ$	0.1062	13.08
$δ$	0.8804	9.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts