Goldman Sachs MB R 1000 V EQ Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.86% (+4.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9087 | 5.30 | |
| 0.1590 | 1.67 | |
| 0.6267 | 3.95 | |
| -0.0143 | -0.17 |
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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