V-Lab: Alphabet Inc GJR-GARCH Volatility Analysis

V-Lab

Alphabet Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:30.49% (+0.40%)

Analysis last updated: Friday, June 27, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0990	9.59
$α$	0.0363	11.88
$β$	0.9180	182.58
$γ$	0.0400	6.13

Estimation Period:
Aug 19, 2004 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts