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

V-Lab

Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 9th, 2025:44.07% (-1.77%)

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
$ω$	1.0739	5.70
$α$	0.0852	3.86
$β$	0.8508	23.73
$γ_{1}$	-0.0227	-1.63
$γ_{2}$	0.0452	2.30
$γ_{3}$	-0.0318	-3.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts