Goldman Sachs Hedge Industry VIP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.93% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8172 | 2.85 | |
| 0.1525 | 6.59 | |
| 0.8254 | 37.57 | |
| -0.0082 | -2.08 |
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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