V-Lab
Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:24.92% (-0.13%)
Analysis last updated: Monday, April 22, 2024 at 09:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 8.11 | |
| 0.0837 | 37.74 | |
| 0.8986 | 390.54 | |
| 0.6062 | 12.18 |
Estimation Period:
May 4, 1999 to Apr 19, 2024
May 4, 1999 to Apr 19, 2024
News Impact Curve
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