V-Lab: Alphabet Inc GJR-GARCH Volatility Analysis

V-Lab

Alphabet Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:32.04% (-1.00%)

Analysis last updated: Saturday, May 31, 2025 at 02:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0995	9.57
$α$	0.0367	11.89
$β$	0.9175	180.36
$γ$	0.0401	6.10

Estimation Period:
Aug 19, 2004 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts