NYLI FTSE International Equity Currency Neutral ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.80% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 18.01 | |
| 0.0280 | 3.86 | |
| 0.8166 | 160.97 | |
| 0.2190 | 15.54 |
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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