V-Lab: Alphabet Inc APARCH Volatility Analysis

V-Lab

Alphabet Inc APARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:27.99% (+0.78%)

Analysis last updated: Wednesday, June 18, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0466	12.42
$α$	0.0856	20.16
$β$	0.9007	168.92
$γ$	0.1869	4.91
$δ$	0.5000	11.12

Estimation Period:
Aug 19, 2004 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts