Goldman Sachs Group Inc/The GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.52% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 17.13 | |
| 0.0685 | 30.34 | |
| 0.9211 | 389.95 |
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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