Goldman Sachs Nasdaq-100 Premium Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
14.62%
decreased by 0.76%
1 Week
14.85%
decreased by 0.53%
1 Month
15.53%
increased by 0.15%
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 | |
|---|---|---|
| 1.1700 | 4.50 | |
| 0.1026 | 8.44 | |
| 0.9557 | 120.00 | |
| 5.5105 | 2.39 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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