V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:33.20% (-0.61%)

Analysis last updated: Saturday, May 31, 2025 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0081	6.93
$β$	0.9510	314.28
$γ$	0.0454	15.75
$λ_{1}$	0.0023	0.62
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	728.88

Estimation Period:
Aug 19, 2004 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts