V-Lab: Alphabet Inc EGARCH Volatility Analysis

V-Lab

Alphabet Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:45.40% (-0.39%)

Analysis last updated: Wednesday, April 16, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0500	11.46
$α$	0.1550	19.98
$β$	0.9692	342.72
$γ$	-0.0273	-5.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts