V-Lab
Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:23.89% (-0.12%)
Analysis last updated: Thursday, April 25, 2024 at 09:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 10.83 | |
| 0.1277 | 35.00 | |
| 0.9890 | 1435.36 | |
| -0.0462 | -9.17 |
Estimation Period:
May 4, 1999 to Apr 19, 2024
May 4, 1999 to Apr 19, 2024
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