Alphabet Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.37%
decreased by 0.76%
1 Week
30.40%
decreased by 0.73%
1 Month
30.53%
decreased by 0.60%
Analysis last updated: Friday, June 12, 2026 at 11:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0916 | 9.53 | |
| 0.0310 | 12.66 | |
| 0.9257 | 207.98 | |
| 0.0390 | 6.61 |
Estimation Period:
Aug 19, 2004 to Jun 12, 2026
Aug 19, 2004 to Jun 12, 2026
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