Goldman Sachs Group Inc/The MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0197 | 11.15 | |
| 0.8908 | 161.55 | |
| 0.0947 | 23.34 | |
| 0.0117 | 3.09 | |
| 0.0153 | 3.68 | |
| 0.9813 | 180.95 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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