V-Lab
Alphabet Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
32.12%
decreased by 0.61%
1 Week
32.58%
decreased by 0.15%
1 Month
33.79%
increased by 1.06%
Analysis last updated: Friday, August 21, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 19, 2004 to Aug 21, 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 | 1.0878 | 6.03*** |
α ARCH Response to squared shocks | 0.0760 | 3.82*** |
β GARCH Volatility persistence | 0.8636 | 25.26*** |
Spline Coefficients
K=3
| γ1 | -0.0171 | -1.46 |
| γ2 | 0.0370 | 2.24** |
| γ3 | -0.0288 | -3.65*** |
Persistence:
0.940
Half-life:
11 days
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