NYLI FTSE International Equity Currency Neutral ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.69% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9572 | 7.52 | |
| 0.1504 | 6.03 | |
| 0.7886 | 27.67 | |
| 0.0004 | 0.20 |
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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