Goldman Sachs Nasdaq-100 Premium Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.71%
decreased by 0.38%
1 Week
13.39%
increased by 0.30%
1 Month
15.07%
increased by 1.98%
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 | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8273 | 39.75 | |
| 0.2121 | 13.27 | |
| 0.2891 | 0.17 | |
| 0.0843 | 0.17 | |
| 0.6601 | 0.33 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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