Alphabet Inc GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
30.51%
decreased by 0.36%
1 Week
30.54%
decreased by 0.33%
1 Month
30.65%
decreased by 0.22%
Analysis last updated: Friday, May 22, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 9.55 | |
| 0.0316 | 12.68 | |
| 0.9249 | 205.43 | |
| 0.0391 | 6.54 |
Estimation Period:
Aug 19, 2004 to May 22, 2026
Aug 19, 2004 to May 22, 2026
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