Goldman Sachs Marketbeta US 1000 Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.87% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0254 | 6.69 | |
| 0.0869 | 1.98 | |
| 0.8435 | 13.02 | |
| 0.5239 | 3.86 | |
| -0.5693 | -3.19 |
Estimation Period:
Apr 12, 2022 to Feb 6, 2026
Apr 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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