V-Lab
V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:28.22% (-0.73%)
Analysis last updated: Thursday, July 3, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alphabet Inc GJR-GARCH
paramt-stat
ω0.09959.60
α0.036411.88
β0.9177181.64
γ0.04016.12
Estimation Period:
Aug 19, 2004 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts