V-Lab
Alphabet Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
24.39%
1 Week
22.95%
1 Month
19.41%
Analysis last updated: Friday, September 4, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Sep 4, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 13% more than equivalent positive returns. The volatility power δ = 0.74 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0612 | 5.28*** |
| αARCH | 0.2274 | 16.58*** |
| βGARCH | 0.7501 | 48.81*** |
| γleverage | 0.0835 | 3.49*** |
| δpower | 0.7406 | 3.40*** |
0.931
Persistence10d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0612 | 5.28*** |
α ARCH Response to squared shocks | 0.2274 | 16.58*** |
β GARCH Volatility persistence | 0.7501 | 48.81*** |
γ leverage Additional response to negative shocks | 0.0835 | 3.49*** |
δ power Transformation power | 0.7406 | 3.40*** |
Persistence:
0.931
Half-life:
10 days
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