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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0287	17.07***
α ARCH Response to squared shocks	0.0298	4.44***
β GARCH Volatility persistence	0.8525	162.90***
γ leverage Additional response to negative shocks	0.2007	15.90***

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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