Goldman Sachs Nasdaq-100 Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.35%
decreased by 1.97%
1 Week
25.74%
decreased by 2.58%
1 Month
23.88%
decreased by 4.44%
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 | |
|---|---|---|
| 0.8652 | 4.27 | |
| 0.1264 | 2.54 | |
| 0.8220 | 14.38 | |
| -0.0497 | -0.72 |
Estimation Period:
Oct 26, 2023 to Jun 12, 2026
Oct 26, 2023 to Jun 12, 2026
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