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V-Lab

Goldman Sachs Nasdaq-100 Premium Income ETF GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

19.83%

increased by 0.09%

1 Week

19.66%

decreased by 0.08%

1 Month

19.14%

decreased by 0.60%

Analysis last updated: Friday, July 17, 2026 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Goldman Sachs Nasdaq-100 Premium Income ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 26, 2023 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0572
8.02***
α

ARCH

Response to squared shocks

0.1262
10.42***
β

GARCH

Volatility persistence

0.8281
57.78***

Persistence:

0.954

Half-life:

15 days