Goldman Sachs Nasdaq-100 Premium Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.76%
decreased by 0.62%
1 Week
14.16%
decreased by 0.22%
1 Month
15.28%
increased by 0.90%
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 | |
|---|---|---|
| 0.9725 | 4.39 | |
| 0.1374 | 2.84 | |
| 0.8166 | 14.11 | |
| -0.0076 | -0.12 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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