V-Lab
Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:23.33% (-0.22%)
Analysis last updated: Tuesday, April 30, 2024 at 10:05 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 8.08 | |
| 0.0837 | 37.78 | |
| 0.8986 | 390.71 | |
| 0.6085 | 12.23 |
Estimation Period:
May 4, 1999 to Apr 26, 2024
May 4, 1999 to Apr 26, 2024
News Impact Curve
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