Goldman Sachs Group Inc/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:34.09% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3705 | 7.02 | |
| 0.0773 | 6.78 | |
| 0.8831 | 47.05 | |
| -0.1222 | -3.28 | |
| 0.2900 | 4.86 | |
| -0.3149 | -6.20 | |
| 0.2206 | 4.40 | |
| -0.0685 | -1.40 | |
| -0.0239 | -0.50 | |
| 0.0430 | 0.74 |
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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