Goldman Sachs Equal Weight US Large Cap Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
10.78%
decreased by 0.28%
1 Week
11.60%
increased by 0.54%
1 Month
13.97%
increased by 2.91%
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 | |
|---|---|---|
| 0.6955 | 5.07 | |
| 0.1592 | 6.49 | |
| 0.8109 | 32.73 | |
| -0.0092 | -2.81 |
Estimation Period:
Sep 15, 2017 to Jul 2, 2026
Sep 15, 2017 to Jul 2, 2026
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