Goldman Sachs Hedge Industry VIP ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.76% (-1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7659 | 69.82 | |
| 0.2710 | 26.40 | |
| 0.0382 | 2.26 | |
| 0.0949 | 2.26 | |
| 0.8849 | 17.06 |
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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