V-Lab: Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis

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V-Lab

Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:25.43% (-0.50%)

Analysis last updated: Tuesday, April 30, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4611	4.47
$α$	0.0649	35.29
$β$	0.9936	713.79
$ν$	7	6.58

Estimation Period:
May 4, 1999 to Apr 26, 2024