Goldman Sachs Group Inc/The EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:32.82% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 11.38 | |
| 0.1311 | 36.88 | |
| 0.9873 | 1,318.16 | |
| -0.0506 | -10.40 |
Estimation Period:
May 4, 1999 to Feb 13, 2026
May 4, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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