Goldman Sachs Marketbeta US 1000 Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.75% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 8.09 | |
| 0.0000 | 0.00 | |
| 0.8929 | 156.90 | |
| 0.1655 | 10.61 |
Estimation Period:
Apr 12, 2022 to Feb 13, 2026
Apr 12, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Goldman Sachs Marketbeta US 1000 Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs