NYLI CBRE Real Assets ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.58% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -2.88 | |
| -0.0506 | -5.53 | |
| 0.9904 | 352.97 | |
| -0.0604 | -11.87 |
Estimation Period:
May 10, 2023 to Feb 6, 2026
May 10, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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