V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:38.68% (-2.07%)
Analysis last updated: Friday, May 3, 2024 at 09:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 8.79 | |
| 0.0654 | 5.51 | |
| 0.8815 | 80.61 | |
| 0.0364 | 3.07 |
Estimation Period:
Mar 27, 2014 to May 3, 2024
Mar 27, 2014 to May 3, 2024