NYLI 500 International ETF EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0072 | 0.98 | |
| 0.0892 | 13.52 | |
| 0.9880 | 258.09 | |
| -0.1213 | -12.37 |
Estimation Period:
Dec 13, 2018 to Nov 15, 2024
Dec 13, 2018 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
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