V-Lab: Alphabet Inc EGARCH Volatility Analysis

V-Lab

Alphabet Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:28.66% (-0.14%)

Analysis last updated: Friday, July 11, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0487	11.39
$α$	0.1508	19.73
$β$	0.9698	349.73
$γ$	-0.0274	-5.34

Estimation Period:
Aug 19, 2004 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts