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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Alphabet Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 19, 2004 to Jul 10, 2026

Model 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

ParameterValuet-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