Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.85%
increased by 0.02%
1 Week
34.95%
increased by 0.12%
1 Month
35.34%
increased by 0.51%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 11.88 | |
| 0.1318 | 36.95 | |
| 0.9873 | 1,336.02 | |
| -0.0497 | -10.41 |
Estimation Period:
May 4, 1999 to Jun 5, 2026
May 4, 1999 to Jun 5, 2026
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