V-Lab: Goldman Sachs MB R 1000 V EQ MF2-GARCH Volatility Analysis

V-Lab

Goldman Sachs MB R 1000 V EQ MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 27th, 2025:18.81% (-2.11%)

Analysis last updated: Saturday, May 24, 2025 at 03:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0000	0.00
$β$	0.6114	34.55
$γ$	0.3774	18.21
$λ_{1}$	0.3316	0.15
$λ_{2}$	1.0000	0.17
$λ_{3}$	0.0000	0.00

Estimation Period:
Nov 30, 2023 to May 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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