Goldman Sachs Group Inc/The AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.43% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 8.92 | |
| 0.0876 | 36.78 | |
| 0.8927 | 355.78 | |
| 0.6334 | 13.81 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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