Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.78% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0570 | 8.91 | |
| 0.0874 | 36.85 | |
| 0.8929 | 357.15 | |
| 0.6335 | 13.80 |
Estimation Period:
May 4, 1999 to Feb 13, 2026
May 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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