V-Lab: GS Holdings Corp Asy. Power MEM Volatility Analysis

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V-Lab

GS Holdings Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:31.59% (-1.03%)

Analysis last updated: Wednesday, May 15, 2024 at 02:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0494	8.92
$α$	0.1629	36.52
$β$	0.8305	223.80
$γ$	0.0112	1.78
$δ$	1.4639	13.92

Estimation Period:
Aug 5, 2004 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts