Goldman Sachs Group Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.76% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3693 | 7.01 | |
| 0.0774 | 6.78 | |
| 0.8829 | 47.01 | |
| -0.1231 | -3.30 | |
| 0.2915 | 4.87 | |
| -0.3157 | -6.20 | |
| 0.2204 | 4.38 | |
| -0.0675 | -1.37 | |
| -0.0252 | -0.53 | |
| 0.0452 | 0.79 |
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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