V-Lab
V-Lab
Goldman Sachs MB R 1000 V EQ APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 27th, 2025:14.99% (-1.54%)
Analysis last updated: Saturday, May 24, 2025 at 03:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Goldman Sachs MB R 1000 V EQ APARCH
paramt-stat
ω0.129011.15
α0.02410.00
β0.629213.89
γ0.99980.00
δ3.00007.06
Estimation Period:
Nov 30, 2023 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts