Goldman Sachs Hedge Industry VIP ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.97% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 5.86 | |
| 0.1918 | 15.80 | |
| 0.9638 | 500.42 | |
| -0.1245 | -11.57 |
Estimation Period:
Nov 3, 2016 to Feb 6, 2026
Nov 3, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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