GS P&L Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.52% (+7.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 6.92 | |
| 0.1542 | 4.50 | |
| 0.5122 | 9.25 | |
| -0.0180 | -0.23 |
Estimation Period:
Dec 23, 2024 to Feb 13, 2026
Dec 23, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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