GS Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.69% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 11.07 | |
| 0.1084 | 11.43 | |
| 0.9884 | 883.29 | |
| 0.0060 | 1.05 |
Estimation Period:
Aug 5, 2004 to Feb 20, 2026
Aug 5, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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