V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:45.98% (-2.27%)

Analysis last updated: Thursday, May 8, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0144	2.99
$β$	0.8469	69.19
$γ$	0.0704	14.21
$λ_{1}$	0.8382	0.20
$λ_{2}$	0.4336	0.21
$λ_{3}$	0.3211	0.10

Estimation Period:
Aug 19, 2004 to May 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts