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

V-Lab

Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:33.22% (+1.48%)

Analysis last updated: Friday, June 27, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0715	5.69
$α$	0.0818	3.79
$β$	0.8565	24.22
$γ_{1}$	-0.0221	-1.62
$γ_{2}$	0.0443	2.30
$γ_{3}$	-0.0316	-3.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts