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 2nd, 2025:31.11% (-1.19%)

Analysis last updated: Saturday, May 31, 2025 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0703	5.66
$α$	0.0821	3.79
$β$	0.8563	24.18
$γ_{1}$	-0.0224	-1.62
$γ_{2}$	0.0448	2.29
$γ_{3}$	-0.0318	-3.28

Estimation Period:
Aug 19, 2004 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts