Goldman Sachs Nasdaq-100 Premium Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.76%
decreased by 1.92%
1 Week
23.94%
decreased by 2.74%
1 Month
21.60%
decreased by 5.08%
Analysis last updated: Friday, June 12, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 7.10 | |
| 0.0000 | 0.00 | |
| 0.8361 | 56.91 | |
| 0.1998 | 5.36 |
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 GJR-GARCH Analyses on ETFs