GS P&L Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:79.58% (+35.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.7573 | 61.66 | |
| 0.1952 | 84.67 | |
| 0.0895 | 4.08 | |
| 10.0000 | 26.39 | |
| 0.0111 | 1.75 | |
| 0.9889 | 297.78 |
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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