Goldman Sachs Equal Weight US Large Cap Equity ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
10.16%
increased by 1.92%
1 Week
10.89%
increased by 2.65%
1 Month
13.06%
increased by 4.82%
Analysis last updated: Wednesday, July 8, 2026 at 02:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.1368 | 23.88 | |
| 0.8373 | 146.99 | |
| 0.5535 | 21.88 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
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