Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:30.51% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1006 | 9.69 | |
| 0.0349 | 12.34 | |
| 0.9188 | 186.55 | |
| 0.0402 | 6.21 |
Estimation Period:
Aug 19, 2004 to Nov 14, 2025
Aug 19, 2004 to Nov 14, 2025
News Impact Curve
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