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V-Lab

Alphabet Inc Asy. MEM Volatility Analysis

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

35.81%

decreased by 3.94%

1 Week

35.73%

decreased by 4.02%

1 Month

35.43%

decreased by 4.32%

Analysis last updated: Tuesday, July 21, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Alphabet Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 19, 2004 to Jul 17, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 34% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0928
24.96***
α

ARCH

Response to squared shocks

0.1805
36.51***
β

GARCH

Volatility persistence

0.7682
217.26***
γ

leverage

Additional response to negative shocks

0.0613
7.62***

Persistence:

0.979

Half-life:

33 days