V-Lab
Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 14th, 2025:28.71% (-0.79%)
Analysis last updated: Monday, January 13, 2025 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1121 | 9.79 | |
| 0.0417 | 12.11 | |
| 0.9081 | 159.20 | |
| 0.0421 | 5.76 |
Estimation Period:
Aug 19, 2004 to Jan 10, 2025
Aug 19, 2004 to Jan 10, 2025