Goldman Sachs MB R 1000 V EQ EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.01% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0123 | -0.38 | |
| 0.0277 | 2.39 | |
| 0.9610 | 54.70 | |
| -0.1752 | -9.96 |
Estimation Period:
Nov 30, 2023 to Feb 6, 2026
Nov 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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