Alphabet Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
32.90%
decreased by 0.87%
1 Week
32.82%
decreased by 0.95%
1 Month
32.56%
decreased by 1.21%
Analysis last updated: Thursday, July 2, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 9.47 | |
| 0.0299 | 12.58 | |
| 0.9277 | 214.78 | |
| 0.0387 | 6.72 |
Estimation Period:
Aug 19, 2004 to Jul 2, 2026
Aug 19, 2004 to Jul 2, 2026
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