Goldman Sachs Group Inc/The Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
36.86%
decreased by 1.22%
1 Week
36.53%
decreased by 1.55%
1 Month
35.48%
decreased by 2.60%
Analysis last updated: Tuesday, June 16, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3896 | 7.04 | |
| 0.0751 | 6.83 | |
| 0.8878 | 49.44 | |
| -0.1098 | -2.97 | |
| 0.2678 | 4.52 | |
| -0.3011 | -5.97 | |
| 0.2212 | 4.47 | |
| -0.0834 | -1.77 | |
| 0.0020 | 0.05 | |
| -0.0015 | -0.05 |
Estimation Period:
May 4, 1999 to Jun 12, 2026
May 4, 1999 to Jun 12, 2026
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