Goldman Sachs Group Inc/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.19% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 15.89 | |
| 0.0269 | 13.74 | |
| 0.9296 | 504.95 | |
| 0.0653 | 13.62 |
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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