NYLI FTSE International Equity Currency Neutral ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.86% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9892 | 6.11 | |
| 0.1505 | 6.05 | |
| 0.7884 | 27.70 | |
| 0.0034 | 0.38 |
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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