Goldman Sachs Equal Weight US Large Cap Equity ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
10.15%
increased by 0.29%
1 Week
10.57%
increased by 0.71%
1 Month
12.04%
increased by 2.18%
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 | |
|---|---|---|
| 0.0069 | 2.95 | |
| 0.2073 | 19.81 | |
| 0.9618 | 546.14 | |
| -0.1498 | -22.56 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
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