GS Holdings Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.20% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0498 | 10.55 | |
| 0.7933 | 55.16 | |
| 0.0274 | 4.88 | |
| 0.5447 | 2.05 | |
| 0.8922 | 13.62 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 5, 2004 to Jan 30, 2026
Aug 5, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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