NYLI CBRE Real Assets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.86% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2953 | 9.60 | |
| 0.1325 | 1.11 | |
| 0.4379 | 0.97 | |
| 0.0862 | 2.88 |
Estimation Period:
May 10, 2023 to Feb 13, 2026
May 10, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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