V-Lab
V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 4th, 2025:25.15% (+0.33%)
Analysis last updated: Friday, August 1, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alphabet Inc GJR-GARCH
paramt-stat
ω0.10249.66
α0.037411.95
β0.9155176.67
γ0.04086.10
Estimation Period:
Aug 19, 2004 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts