NYLI FTSE International Equity Currency Neutral ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.75% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 17.78 | |
| 0.1510 | 23.29 | |
| 0.7884 | 108.97 |
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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