V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:37.30% (-0.74%)

Analysis last updated: Tuesday, May 20, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0080	6.93
$β$	0.9515	318.53
$γ$	0.0453	15.85
$λ_{1}$	0.0023	0.59
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	703.73

Estimation Period:
Aug 19, 2004 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts