Goldman Sachs Nasdaq-100 Premium Income ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.08%
decreased by 0.63%
1 Week
12.73%
increased by 0.02%
1 Month
14.61%
increased by 1.90%
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 | |
|---|---|---|
| 0.0616 | 10.68 | |
| 0.0946 | 3.26 | |
| 0.8636 | 73.97 | |
| 1.0000 | 2.10 | |
| 1.1470 | 9.16 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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