V-Lab: GS Holdings Corp APARCH Volatility Analysis

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V-Lab

GS Holdings Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:31.38% (-1.03%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0320	12.86
$α$	0.0596	26.29
$β$	0.9391	464.42
$γ$	0.0523	2.93
$δ$	1.6160	24.97

Estimation Period:
Aug 5, 2004 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts