GS Holdings Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.46% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 11.04 | |
| 0.1085 | 11.41 | |
| 0.9884 | 882.50 | |
| 0.0060 | 1.05 |
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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