V-Lab
GS Global Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:30.73% (+0.06%)
Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0819 | 29.48 | |
| 0.2394 | 49.88 | |
| 0.9735 | 993.39 | |
| 0.0042 | 0.87 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other GS Global Corp Analyses