V-Lab: Alphabet Inc MF2-GARCH Volatility Analysis

V-Lab

Alphabet Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:30.30% (-0.23%)

Analysis last updated: Friday, June 27, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0081	6.91
$β$	0.9508	313.06
$γ$	0.0455	15.73
$λ_{1}$	0.0023	0.63
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9993	742.41

Estimation Period:
Aug 19, 2004 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts