Goldman Sachs Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:32.07% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3849 | 7.09 | |
| 0.0771 | 6.76 | |
| 0.8837 | 47.24 | |
| -0.1180 | -3.17 | |
| 0.2832 | 4.73 | |
| -0.3108 | -6.09 | |
| 0.2193 | 4.38 | |
| -0.0721 | -1.50 | |
| -0.0115 | -0.26 | |
| 0.0082 | 0.27 |
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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