V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

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Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:29.95% (-2.89%)

Analysis last updated: Friday, December 12, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0084	2.61
$β$	0.8622	71.81
$γ$	0.0693	15.59
$λ_{1}$	1.0491	0.22
$λ_{2}$	0.5147	0.23
$λ_{3}$	0.1795	0.05

Estimation Period:
Aug 19, 2004 to Dec 12, 2025

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