Goldman Sachs MB R 1000 V EQ Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.43% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8660 | 3.50 | |
| 0.1584 | 1.67 | |
| 0.6185 | 3.73 | |
| -0.1383 | -0.35 |
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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