Goldman Sachs Nasdaq-100 Premium Income ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.40%
decreased by 0.51%
1 Week
11.91%
decreased by 0.00%
1 Month
13.53%
increased by 1.62%
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 | |
|---|---|---|
| 0.0090 | 0.60 | |
| 0.1322 | 9.96 | |
| 0.9449 | 121.60 | |
| -0.1737 | -11.52 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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