Skip to main content
V-Lab

Goldman Sachs Nasdaq-100 Premium Income ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

22.29%

decreased by 0.31%

1 Week

22.00%

decreased by 0.60%

1 Month

21.08%

decreased by 1.52%

Analysis last updated: Friday, July 24, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Goldman Sachs Nasdaq-100 Premium Income ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 26, 2023 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 5.48 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2812
4.16***
α

ARCH

Response to squared shocks

0.1070
9.14***
β

GARCH

Volatility persistence

0.9619
121.67***
ν

DF

Student-t tail thickness

5.4824
2.74***

Persistence:

0.962

Half-life:

18 days