GS Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.26% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 8.57 | |
| 0.0387 | 5.67 | |
| 0.9569 | 257.30 | |
| -0.0028 | -0.33 |
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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