V-Lab
Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
44.21%
decreased by 2.28%
1 Week
43.35%
decreased by 3.14%
1 Month
40.92%
decreased by 5.57%
Analysis last updated: Friday, July 24, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 11 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0859 | 5.99*** |
α ARCH Response to squared shocks | 0.0755 | 3.79*** |
β GARCH Volatility persistence | 0.8648 | 25.31*** |
Spline Coefficients
K=3
| γ1 | -0.0175 | -1.47 |
| γ2 | 0.0376 | 2.25** |
| γ3 | -0.0291 | -3.64*** |
Persistence:
0.940
Half-life:
11 days
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