Alphabet Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:24.65% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1064 | 9.84 | |
| 0.0371 | 12.64 | |
| 0.9146 | 177.48 | |
| 0.0412 | 6.11 |
Estimation Period:
Aug 19, 2004 to Jan 23, 2026
Aug 19, 2004 to Jan 23, 2026
News Impact Curve
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