V-Lab: GS Global Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

GS Global Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:37.13% (+1.86%)

Analysis last updated: Saturday, April 13, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5887	6.13
$α$	0.1431	9.35
$β$	0.7714	35.33
$γ_{1}$	0.0296	0.92
$γ_{2}$	-0.0049	-0.11
$γ_{3}$	-0.1045	-3.74
$γ_{4}$	0.1290	4.06
$γ_{5}$	-0.1178	-3.59
$γ_{6}$	0.1502	5.18
$γ_{7}$	-0.1028	-3.18
$γ_{8}$	0.0160	0.56

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts