Goldman Sachs Group Inc/The APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
35.08%
decreased by 0.27%
1 Week
35.15%
decreased by 0.20%
1 Month
35.44%
increased by 0.09%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 17.82 | |
| 0.0680 | 30.46 | |
| 0.9309 | 463.12 | |
| 0.3541 | 15.16 | |
| 1.3719 | 29.90 |
Estimation Period:
May 4, 1999 to Jun 5, 2026
May 4, 1999 to Jun 5, 2026
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