NYLI Candriam International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.41% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0869 | 14.75 | |
| 0.0625 | 16.34 | |
| 0.9471 | 221.33 | |
| 4.6916 | 7.10 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
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