V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

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V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 10th, 2025:30.30% (-0.69%)

Analysis last updated: Friday, March 7, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0181	3.23
$β$	0.8392	64.56
$γ$	0.0666	12.76
$λ_{1}$	0.7844	0.20
$λ_{2}$	0.4130	0.21
$λ_{3}$	0.3544	0.11

Estimation Period:
Aug 19, 2004 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts