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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0285	17.05***
α ARCH Response to squared shocks	0.0308	4.49***
β GARCH Volatility persistence	0.8520	160.85***
γ leverage Additional response to negative shocks	0.2001	15.71***

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Goldman Sachs Equal Weight US Large Cap Equity ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Goldman Sachs Equal Weight US Large Cap Equity ETF Analyses