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

V-Lab

Alphabet Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:37.38% (-2.79%)

Analysis last updated: Wednesday, April 23, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0655	21.10
$α$	0.2344	66.06
$β$	0.7448	189.57
$γ$	0.0841	13.76
$δ$	0.8717	15.54

Estimation Period:
Aug 19, 2004 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts