Goldman Sachs Group Inc/The GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.71% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 17.12 | |
| 0.0687 | 30.34 | |
| 0.9209 | 389.24 |
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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