NYLI CBRE Real Assets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:9.16% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0149 | 3.32 | |
| 0.2850 | 6.20 | |
| 0.3775 | 11.95 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9994 | 30.07 |
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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