V-Lab
Alphabet Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
32.97%
decreased by 0.56%
1 Week
32.98%
decreased by 0.55%
1 Month
33.03%
decreased by 0.50%
Analysis last updated: Friday, August 21, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 79 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.22 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.5113 | 3.32*** |
α ARCH Response to squared shocks | 0.0597 | 34.89*** |
β GARCH Volatility persistence | 0.9913 | 379.21*** |
ν DF Student-t tail thickness | 4.2189 | 11.22*** |
Persistence:
0.991
Half-life:
79 days
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