Goldman Sachs Group Inc/The GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.00% (+3.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0896 | 4.51 | |
| 0.0642 | 33.79 | |
| 0.9925 | 610.77 | |
| 6.3821 | 6.61 |
Estimation Period:
May 4, 1999 to Feb 6, 2026
May 4, 1999 to Feb 6, 2026
Other Goldman Sachs Group Inc/The Analyses
Other GAS-GARCH Student T Analyses on Equities