Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
36.99%
decreased by 1.04%
1 Week
36.98%
decreased by 1.05%
1 Month
36.93%
decreased by 1.10%
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 | |
|---|---|---|
| 5.1742 | 4.48 | |
| 0.0634 | 34.58 | |
| 0.9928 | 631.12 | |
| 6.3238 | 6.80 |
Estimation Period:
May 4, 1999 to Jun 5, 2026
May 4, 1999 to Jun 5, 2026
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