V-Lab
GS Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:41.01% (-0.48%)
Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 13.44 | |
| 0.0474 | 15.23 | |
| 0.9409 | 494.67 | |
| 0.0078 | 1.33 |
Estimation Period:
Aug 5, 2004 to May 3, 2024
Aug 5, 2004 to May 3, 2024
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