Goldman Sachs Nasdaq-100 Premium Income ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.66%
decreased by 0.62%
1 Week
14.03%
decreased by 0.25%
1 Month
15.07%
increased by 0.79%
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 | |
|---|---|---|
| 0.0566 | 7.23 | |
| 0.1355 | 10.67 | |
| 0.8168 | 52.24 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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