GS Global Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.31% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5715 | 5.59 | |
| 0.1321 | 9.09 | |
| 0.7787 | 36.18 | |
| 0.0046 | 0.09 | |
| 0.0625 | 0.90 | |
| -0.1545 | -3.12 | |
| 0.0762 | 1.47 | |
| 0.0594 | 1.13 | |
| -0.1578 | -3.22 | |
| 0.2547 | 5.49 | |
| -0.2277 | -3.59 | |
| 0.1793 | 2.13 | |
| -0.3690 | -3.23 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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