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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0263	9.05***
α ARCH Response to squared shocks	0.1732	12.34***
β GARCH Volatility persistence	0.7264	115.34***
γ leverage Additional response to negative shocks	0.1804	9.16***

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Goldman Sachs Equal Weight US Large Cap Equity ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Equal Weight US Large Cap Equity ETF Analyses