Goldman Sachs Nasdaq-100 Premium Income ETF APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.75%
increased by 12.46%
1 Week
24.11%
increased by 11.82%
1 Month
22.44%
increased by 10.15%
Analysis last updated: Friday, June 5, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0817 | 11.74 | |
| 0.1154 | 17.17 | |
| 0.8486 | 69.62 | |
| 1.0000 | 47.51 | |
| 0.8668 | 7.23 |
Estimation Period:
Oct 26, 2023 to Jun 5, 2026
Oct 26, 2023 to Jun 5, 2026
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