Goldman Sachs Hedge Industry VIP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.86% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7991 | 2.51 | |
| 0.1524 | 6.55 | |
| 0.8250 | 37.12 | |
| -0.0115 | -0.64 |
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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