Goldman Sachs Nasdaq-100 Premium Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.59%
decreased by 1.65%
1 Week
23.14%
decreased by 2.10%
1 Month
21.74%
decreased by 3.50%
Analysis last updated: Friday, June 12, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2533 | 3.82 | |
| 0.1030 | 7.74 | |
| 0.9545 | 98.10 | |
| 5.0750 | 2.47 |
Estimation Period:
Oct 26, 2023 to Jun 12, 2026
Oct 26, 2023 to Jun 12, 2026
Other Goldman Sachs Nasdaq-100 Premium Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs