GS Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.46% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 8.59 | |
| 0.0387 | 5.67 | |
| 0.9569 | 257.38 | |
| -0.0027 | -0.33 |
Estimation Period:
Aug 5, 2004 to Feb 13, 2026
Aug 5, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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