Goldman Sachs Equal Weight US Large Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
10.55%
increased by 0.11%
1 Week
11.36%
increased by 0.92%
1 Month
13.23%
increased by 2.79%
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 | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7822 | 85.51 | |
| 0.2549 | 28.59 | |
| 0.0608 | 1.68 | |
| 0.1647 | 1.61 | |
| 0.7844 | 5.80 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
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