Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.06% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 11.39 | |
| 0.1313 | 36.84 | |
| 0.9873 | 1,316.37 | |
| -0.0506 | -10.40 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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