Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:29.71% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 9.80 | |
| 0.0364 | 12.59 | |
| 0.9165 | 181.91 | |
| 0.0405 | 6.11 |
Estimation Period:
Aug 19, 2004 to Dec 5, 2025
Aug 19, 2004 to Dec 5, 2025
News Impact Curve
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