Goldman Sachs MB TT International EQ GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.79% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2063 | 9.38 | |
| 0.0338 | 2.45 | |
| 0.6103 | 15.90 | |
| 0.2106 | 3.30 |
Estimation Period:
Jun 7, 2023 to Feb 6, 2026
Jun 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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