Goldman Sachs Marketbeta US 1000 Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.76% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8493 | 91.84 | |
| 0.1899 | 22.68 | |
| 0.8514 | 0.55 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 12, 2022 to Feb 13, 2026
Apr 12, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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