Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:26.46% (+0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0981 | 9.57 | |
| 0.0335 | 12.13 | |
| 0.9206 | 190.32 | |
| 0.0403 | 6.33 |
Estimation Period:
Aug 19, 2004 to Oct 24, 2025
Aug 19, 2004 to Oct 24, 2025
News Impact Curve
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