V-Lab: Alphabet Inc GJR-GARCH Volatility Analysis

V-Lab

Alphabet Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:23.17% (-0.45%)

Analysis last updated: Wednesday, August 27, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1016	9.63
$α$	0.0367	11.88
$β$	0.9162	178.24
$γ$	0.0412	6.19

Estimation Period:
Aug 19, 2004 to Aug 22, 2025

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