Goldman Sachs Group Inc/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.59% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 17.12 | |
| 0.0688 | 30.29 | |
| 0.9208 | 387.86 |
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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