Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:35.50% (+4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1022 | 9.75 | |
| 0.0358 | 12.45 | |
| 0.9176 | 183.88 | |
| 0.0402 | 6.14 |
Estimation Period:
Aug 19, 2004 to Nov 21, 2025
Aug 19, 2004 to Nov 21, 2025
News Impact Curve
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