V-Lab: GS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GS Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:39.35% (-0.51%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1393	7.94
$α$	0.0510	6.66
$β$	0.9377	107.84
$γ_{1}$	0.0012	1.64

Estimation Period:
Aug 5, 2004 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts