NYLI 500 International ETF Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9122 | 3.57 | |
| 0.0833 | 3.68 | |
| 0.8961 | 43.19 | |
| -0.0377 | -0.80 |
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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