V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:30.56% (+0.17%)
Analysis last updated: Tuesday, February 4, 2025 at 10:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1090 | 9.74 | |
| 0.0407 | 12.09 | |
| 0.9103 | 163.31 | |
| 0.0411 | 5.78 |
Estimation Period:
Aug 19, 2004 to Jan 31, 2025
Aug 19, 2004 to Jan 31, 2025