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V-Lab

Alphabet Inc GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

41.72%

decreased by 1.48%

1 Week

41.24%

decreased by 1.96%

1 Month

39.56%

decreased by 3.64%

Analysis last updated: Monday, August 10, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Alphabet Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 19, 2004 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1027
11.17***
α

ARCH

Response to squared shocks

0.0610
18.38***
β

GARCH

Volatility persistence

0.9122
177.62***

Persistence:

0.973

Half-life:

26 days