V-Lab: GS Global Corp MF2-GARCH Volatility Analysis

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V-Lab

GS Global Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.27% (-1.05%)

Analysis last updated: Friday, May 3, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.1334	28.93
$β$	0.7347	101.89
$γ$	0.0095	1.37
$λ_{1}$	0.7982	7.61
$λ_{2}$	0.9514	65.96
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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