V-Lab
Goldman Sachs Group Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:22.88% (-0.10%)
Analysis last updated: Tuesday, April 30, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 15.06 | |
| 0.0283 | 13.45 | |
| 0.9329 | 495.94 | |
| 0.0585 | 11.83 |
Estimation Period:
May 4, 1999 to Apr 26, 2024
May 4, 1999 to Apr 26, 2024
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