V-Lab
V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:42.84% (-1.18%)
Analysis last updated: Thursday, April 17, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alphabet Inc GJR-GARCH
paramt-stat
ω0.10769.77
α0.039912.11
β0.9114168.12
γ0.04205.97
Estimation Period:
Aug 19, 2004 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts