NYLI FTSE International Equity Currency Neutral ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.76% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0062 | -1.66 | |
| 0.1179 | 24.54 | |
| 0.8282 | 202.39 | |
| 0.7356 | 21.15 |
Estimation Period:
Jul 22, 2015 to Feb 6, 2026
Jul 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NYLI FTSE International Equity Currency Neutral ETF Analyses
Other AGARCH Analyses on ETFs