Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.76% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0856 | 4.51 | |
| 0.0640 | 33.86 | |
| 0.9925 | 613.05 | |
| 6.3780 | 6.62 |
Estimation Period:
May 4, 1999 to Feb 20, 2026
May 4, 1999 to Feb 20, 2026
Other Goldman Sachs Group Inc/The Analyses
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