V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:31.13% (-0.98%)

Analysis last updated: Friday, December 20, 2024 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0164	3.13
$β$	0.8446	67.00
$γ$	0.0688	13.32
$λ_{1}$	0.7951	0.20
$λ_{2}$	0.4082	0.21
$λ_{3}$	0.3563	0.11

Estimation Period:
Aug 19, 2004 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts