Goldman Sachs Nasdaq-100 Premium Income ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.39%
decreased by 0.64%
1 Week
13.72%
decreased by 0.31%
1 Month
14.64%
increased by 0.61%
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 | |
|---|---|---|
| 0.9448 | 4.49 | |
| 0.1380 | 2.80 | |
| 0.8160 | 14.15 | |
| -0.0773 | -0.26 |
Estimation Period:
Oct 26, 2023 to May 22, 2026
Oct 26, 2023 to May 22, 2026
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