V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, August 6th, 2025:26.12% (-0.49%)

Analysis last updated: Tuesday, August 5, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0217	6.94
$β$	0.9117	112.01
$γ$	0.0574	13.02
$λ_{1}$	0.0061	1.03
$λ_{2}$	0.0026	1.22
$λ_{3}$	0.9956	256.80

Estimation Period:
Aug 19, 2004 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts