Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
34.15%
unchanged at 0.00%
1 Week
34.15%
unchanged at 0.00%
1 Month
34.15%
unchanged at 0.00%
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 | |
|---|---|---|
| 4.6290 | 0.37 | |
| 0.0000 | 0.00 | |
| 0.8828 | 0.82 | |
| 5.5260 | 0.16 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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