NYLI CBRE Real Assets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.51% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 4.72 | |
| 0.0117 | 1.98 | |
| 0.9081 | 83.10 | |
| 0.0633 | 2.66 |
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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