Goldman Sachs Equal Weight US Large Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
10.12%
decreased by 0.50%
1 Week
10.62%
unchanged at 0.00%
1 Month
12.10%
increased by 1.48%
Analysis last updated: Monday, July 6, 2026 at 09:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0744 | 9.41 | |
| 0.1325 | 22.71 | |
| 0.9683 | 247.33 | |
| 8.1091 | 4.48 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
Other Goldman Sachs Equal Weight US Large Cap Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs