NYLI FTSE International Equity Currency Neutral ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.71% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9161 | 11.04 | |
| 0.1240 | 18.15 | |
| 0.9423 | 168.81 | |
| 6.8106 | 4.01 |
Estimation Period:
Jul 22, 2015 to Feb 13, 2026
Jul 22, 2015 to Feb 13, 2026
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