V-Lab: Alphabet Inc APARCH Volatility Analysis

V-Lab

Alphabet Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:31.86% (-2.54%)

Analysis last updated: Tuesday, July 1, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0462	12.41
$α$	0.0852	20.15
$β$	0.9013	169.89
$γ$	0.1868	4.90
$δ$	0.5000	11.13

Estimation Period:
Aug 19, 2004 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts