V-Lab
V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:44.75% (-1.40%)
Analysis last updated: Thursday, May 8, 2025 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alphabet Inc GJR-GARCH
paramt-stat
ω0.10949.81
α0.040112.11
β0.9104166.13
γ0.04266.00
Estimation Period:
Aug 19, 2004 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts