V-Lab: Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

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Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 20th, 2025:35.12% (+1.32%)

Analysis last updated: Thursday, November 20, 2025 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0782	5.87
$α$	0.0800	3.79
$β$	0.8574	24.21
$γ_{1}$	-0.0204	-1.58
$γ_{2}$	0.0418	2.31
$γ_{3}$	-0.0307	-3.47

Estimation Period:
Aug 19, 2004 to Nov 14, 2025

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Volatility Forecasts