Goldman Sachs Nasdaq-100 Premium Income ETF Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.98%
decreased by 1.71%
1 Week
15.18%
decreased by 1.51%
1 Month
15.95%
decreased by 0.74%
Analysis last updated: Friday, May 22, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0119 | 14.17 | |
| 0.1948 | 10.40 | |
| 0.7482 | 97.08 | |
| 0.1140 | 4.02 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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