NYLI FTSE International Equity Currency Neutral ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.85% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0164 | 2.62 | |
| 0.7935 | 148.76 | |
| 0.2250 | 24.92 | |
| 0.1246 | 3.00 | |
| 0.1830 | 3.80 | |
| 0.6709 | 7.12 |
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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