Goldman Sachs Nasdaq-100 Premium Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.83%
decreased by 0.35%
1 Week
12.35%
increased by 0.17%
1 Month
13.74%
increased by 1.56%
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 | |
|---|---|---|
| 0.0555 | 6.39 | |
| 0.0000 | 0.00 | |
| 0.8485 | 66.52 | |
| 0.1983 | 5.80 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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