Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:29.23% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1035 | 9.79 | |
| 0.0363 | 12.59 | |
| 0.9167 | 182.31 | |
| 0.0404 | 6.12 |
Estimation Period:
Aug 19, 2004 to Dec 12, 2025
Aug 19, 2004 to Dec 12, 2025
News Impact Curve
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