Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:26.16% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 9.58 | |
| 0.0339 | 12.12 | |
| 0.9201 | 188.89 | |
| 0.0404 | 6.30 |
Estimation Period:
Aug 19, 2004 to Oct 10, 2025
Aug 19, 2004 to Oct 10, 2025
News Impact Curve
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