V-Lab
Goldman Sachs MB R 1000 V EQ GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, May 27th, 2025:13.52% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7313 | 3.89 | |
| 0.0846 | 7.21 | |
| 0.9192 | 68.14 | |
| 5.2696 | 1.09 |
Estimation Period:
Nov 30, 2023 to May 23, 2025
Nov 30, 2023 to May 23, 2025
Other Goldman Sachs MB R 1000 V EQ Analyses
Other GAS-GARCH Student T Analyses on ETFs