Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.18% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0227 | 11.37 | |
| 0.1309 | 36.88 | |
| 0.9873 | 1,318.20 | |
| -0.0505 | -10.41 |
Estimation Period:
May 4, 1999 to Feb 20, 2026
May 4, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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