GS Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:44.03% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 11.17 | |
| 0.1075 | 11.30 | |
| 0.9885 | 888.93 | |
| 0.0052 | 0.91 |
Estimation Period:
Aug 5, 2004 to Jan 30, 2026
Aug 5, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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