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

V-Lab

Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:45.58% (-1.92%)

Analysis last updated: Wednesday, April 16, 2025 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0728	5.63
$α$	0.0854	3.86
$β$	0.8518	23.88
$γ_{1}$	-0.0231	-1.63
$γ_{2}$	0.0457	2.29
$γ_{3}$	-0.0320	-3.25

Estimation Period:
Aug 19, 2004 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts