V-Lab
V-Lab
Goldman Sachs MB R 1000 V EQ EGARCH Volatility Analysis
Volatility Prediction for Tuesday, May 27th, 2025:17.86% (+0.70%)
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 EGARCH
paramt-stat
ω-0.0029-0.11
α-0.0973-2.64
β0.98693,008.76
γ-0.1386-16.77
Estimation Period:
Nov 30, 2023 to May 23, 2025
Impact of return on volatility tomorrow
Volatility Forecasts