V-Lab
Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:21.40% (-0.82%)
Analysis last updated: Friday, May 3, 2024 at 10:09 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 8.04 | |
| 0.0837 | 37.78 | |
| 0.8987 | 390.90 | |
| 0.6108 | 12.28 |
Estimation Period:
May 4, 1999 to May 3, 2024
May 4, 1999 to May 3, 2024
News Impact Curve
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