NYLI CBRE Real Assets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.39% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6275 | 6.19 | |
| 0.0543 | 4.49 | |
| 0.9272 | 97.92 | |
| 6.3886 | 0.86 |
Estimation Period:
May 10, 2023 to Feb 13, 2026
May 10, 2023 to Feb 13, 2026
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