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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8396	4.02***
α ARCH Response to squared shocks	0.1308	2.83***
β GARCH Volatility persistence	0.8225	15.46***

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Goldman Sachs Nasdaq-100 Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Nasdaq-100 Premium Income ETF Analyses