Goldman Sachs MB TT International EQ GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.63% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7777 | 10.76 | |
| 0.0675 | 4.70 | |
| 0.8723 | 49.97 | |
| 6.8221 | 0.84 |
Estimation Period:
Jun 7, 2023 to Feb 6, 2026
Jun 7, 2023 to Feb 6, 2026
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