Goldman Sachs Nasdaq-100 Premium Income ETF 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
14.76%
decreased by 1.77%
1 Week
14.98%
decreased by 1.55%
1 Month
15.82%
decreased by 0.71%
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 | |
|---|---|---|
| 0.0129 | 3.91 | |
| 0.2832 | 17.52 | |
| 0.7168 | 96.20 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
Other Goldman Sachs Nasdaq-100 Premium Income ETF Analyses
Other MEM Analyses on ETFs