Goldman Sachs Marketbeta US 1000 Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.07% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6493 | 5.89 | |
| 0.0885 | 2.23 | |
| 0.8584 | 17.04 | |
| 0.2102 | 2.61 |
Estimation Period:
Apr 12, 2022 to Feb 6, 2026
Apr 12, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Goldman Sachs Marketbeta US 1000 Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs