V-Lab
Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
29.53%
increased by 0.36%
1 Week
30.32%
increased by 1.15%
1 Month
32.37%
increased by 3.20%
Analysis last updated: Friday, September 11, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Sep 11, 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
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.0911 | 6.07*** |
| αARCH | 0.0766 | 3.86*** |
| βGARCH | 0.8623 | 25.29*** |
Spline Coefficients
K=3
| γ1 | -0.0168 | -1.44 |
| γ2 | 0.0364 | 2.23** |
| γ3 | -0.0284 | -3.66*** |
0.939
Persistence11d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0911 | 6.07*** |
α ARCH Response to squared shocks | 0.0766 | 3.86*** |
β GARCH Volatility persistence | 0.8623 | 25.29*** |
Spline Coefficients
K=3
| γ1 | -0.0168 | -1.44 |
| γ2 | 0.0364 | 2.23** |
| γ3 | -0.0284 | -3.66*** |
Persistence:
0.939
Half-life:
11 days
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