Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
26.65%
increased by 4.27%
1 Week
29.27%
increased by 6.89%
1 Month
31.64%
increased by 9.26%
Analysis last updated: Tuesday, June 9, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4409 | 2.86 | |
| -0.2528 | -4.25 | |
| 0.6931 | 6.66 | |
| 0.0309 | 0.60 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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