V-Lab: Alphabet Inc Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alphabet Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:48.86% (-2.58%)

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
$ω$	1.0877	4.60
$α$	0.1023	3.25
$β$	0.7100	9.12
$γ_{1}$	2.4195	3.04
$γ_{2}$	-4.4092	-3.54
$γ_{3}$	3.3449	3.51
$γ_{4}$	-1.3405	-1.59
$γ_{5}$	-0.5298	-0.70
$γ_{6}$	0.8162	0.95
$γ_{7}$	-0.8949	-0.91
$γ_{8}$	1.9607	2.31
$γ_{9}$	-3.1835	-3.61
$γ_{10}$	3.9215	2.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts