Alphabet Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
29.59%
decreased by 0.30%
1 Week
29.68%
decreased by 0.21%
1 Month
29.97%
increased by 0.08%
Analysis last updated: Monday, April 20, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1073 | 9.83 | |
| 0.0365 | 12.65 | |
| 0.9142 | 177.44 | |
| 0.0430 | 6.39 |
Estimation Period:
Aug 19, 2004 to Apr 17, 2026
Aug 19, 2004 to Apr 17, 2026
Other GJR-GARCH Analyses on Equities