V-Lab
Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
29.82%
increased by 0.03%
1 Week
30.56%
increased by 0.77%
1 Month
32.50%
increased by 2.71%
Analysis last updated: Friday, October 2, 2026 at 10:36 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Oct 2, 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 | 1.0927 | 6.08*** |
| αARCH | 0.0761 | 3.86*** |
| βGARCH | 0.8633 | 25.42*** |
Spline Coefficients
K=3
| γ1 | -0.0165 | -1.42 |
| γ2 | 0.0359 | 2.21** |
| γ3 | -0.0281 | -3.65*** |
0.939
Persistence11d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0927 | 6.08*** |
α ARCH Response to squared shocks | 0.0761 | 3.86*** |
β GARCH Volatility persistence | 0.8633 | 25.42*** |
Spline Coefficients
K=3
| γ1 | -0.0165 | -1.42 |
| γ2 | 0.0359 | 2.21** |
| γ3 | -0.0281 | -3.65*** |
Persistence:
0.939
Half-life:
11 days
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