V-Lab: Alphabet Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Alphabet Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:29.56% (-1.30%)

Analysis last updated: Thursday, July 10, 2025 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.5334	3.37
$α$	0.0609	36.18
$β$	0.9915	397.08
$ν$	4.2498	11.60

Estimation Period:
Aug 19, 2004 to Jul 3, 2025