Goldman Sachs MB TT International EQ Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.65% (-2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1311 | 7.04 | |
| 0.1148 | 1.45 | |
| 0.6232 | 2.16 | |
| 0.7542 | 1.78 | |
| -1.6737 | -1.75 |
Estimation Period:
Jun 7, 2023 to Feb 6, 2026
Jun 7, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Goldman Sachs MB TT International EQ Analyses
Other Spline-GARCH Analyses on ETFs