NYLI FTSE International Equity Currency Neutral ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.11% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0025 | -0.53 | |
| 0.1776 | 16.52 | |
| 0.9548 | 319.55 | |
| -0.1575 | -19.91 |
Estimation Period:
Jul 22, 2015 to Feb 6, 2026
Jul 22, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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