V-Lab: Alphabet Inc APARCH Volatility Analysis

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Alphabet Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, November 26th, 2025:40.77% (-0.99%)

Analysis last updated: Tuesday, November 25, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0466	12.50
$α$	0.0843	20.35
$β$	0.9018	172.26
$γ$	0.1880	5.06
$δ$	0.5000	11.15

Estimation Period:
Aug 19, 2004 to Nov 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts