GS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.59% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8615 | 5.40 | |
| 0.0427 | 3.15 | |
| 0.9424 | 52.61 | |
| -0.0390 | -2.96 | |
| 0.0665 | 3.21 | |
| -0.0377 | -2.86 |
Estimation Period:
Aug 5, 2004 to Feb 6, 2026
Aug 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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