Goldman Sachs Nasdaq-100 Premium Income ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.52%
decreased by 1.11%
1 Week
12.62%
decreased by 0.01%
1 Month
14.93%
increased by 2.30%
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 | |
|---|---|---|
| -0.0389 | -3.65 | |
| 0.0951 | 17.38 | |
| 0.8225 | 80.42 | |
| 1.2105 | 27.22 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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