V-Lab: Alphabet Inc GJR-GARCH Volatility Analysis

V-Lab

Alphabet Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:23.53% (-0.42%)

Analysis last updated: Friday, July 25, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1024	9.66
$α$	0.0374	11.95
$β$	0.9154	176.66
$γ$	0.0408	6.09

Estimation Period:
Aug 19, 2004 to Jul 25, 2025

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Volatility Forecasts

Volatility Forecasts