Goldman Sachs Group Inc/The Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
40.07%
decreased by 1.34%
1 Week
39.97%
decreased by 1.44%
1 Month
39.66%
decreased by 1.75%
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 | |
|---|---|---|
| 1.3829 | 7.08 | |
| 0.0764 | 6.80 | |
| 0.8847 | 47.87 | |
| -0.1131 | -3.10 | |
| 0.2734 | 4.68 | |
| -0.3039 | -6.12 | |
| 0.2190 | 4.45 | |
| -0.0724 | -1.51 | |
| -0.0251 | -0.52 | |
| 0.0686 | 1.10 |
Estimation Period:
May 4, 1999 to Jun 5, 2026
May 4, 1999 to Jun 5, 2026
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