Goldman Sachs Equal Weight US Large Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
10.11%
decreased by 0.12%
1 Week
10.63%
increased by 0.40%
1 Month
12.31%
increased by 2.08%
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 | |
|---|---|---|
| 0.0287 | 17.01 | |
| 0.0296 | 4.31 | |
| 0.8528 | 160.99 | |
| 0.2009 | 15.79 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
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