NYLI CBRE Real Assets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.91% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1239 | 8.23 | |
| 0.1268 | 1.12 | |
| 0.4455 | 0.95 | |
| -0.1299 | -1.17 |
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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