Alphabet Inc AGARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
28.43%
decreased by 0.44%
1 Week
28.62%
decreased by 0.25%
1 Month
29.21%
increased by 0.34%
Analysis last updated: Wednesday, July 15, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = 0.40) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1329 | 11.68*** |
α ARCH Response to squared shocks | 0.0681 | 24.48*** |
β GARCH Volatility persistence | 0.8940 | 213.05*** |
γ leverage Additional response to negative shocks | 0.4024 | 4.25*** |
Persistence:
0.962
Half-life:
18 days
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