Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.91% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 8.92 | |
| 0.0873 | 36.88 | |
| 0.8930 | 357.77 | |
| 0.6335 | 13.79 |
Estimation Period:
May 4, 1999 to Feb 20, 2026
May 4, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Goldman Sachs Group Inc/The Analyses
Other AGARCH Analyses on Equities