Goldman Sachs Hedge Industry VIP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.17% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0428 | 12.67 | |
| 0.0294 | 2.66 | |
| 0.8615 | 146.98 | |
| 0.1730 | 11.03 |
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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