V-Lab: Goldman Sachs MB R 1000 V EQ Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Goldman Sachs MB R 1000 V EQ Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 27th, 2025:15.63% (-1.30%)

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

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1349	2.90
$α$	0.1733	1.56
$β$	0.5855	2.83
$γ_{1}$	3.6161	1.76
$γ_{2}$	-4.8610	-1.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Goldman Sachs MB R 1000 V EQ Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
GAS-GARCH Student T
MF2-GARCH