V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:23.77% (-0.33%)

Analysis last updated: Wednesday, August 27, 2025 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0209	6.89
$β$	0.9131	113.65
$γ$	0.0575	13.22
$λ_{1}$	0.0060	1.00
$λ_{2}$	0.0025	1.19
$λ_{3}$	0.9957	256.57

Estimation Period:
Aug 19, 2004 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts