NYLI Candriam International Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.54% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 10.36 | |
| 0.0249 | 2.17 | |
| 0.8712 | 132.46 | |
| 0.1352 | 5.43 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other NYLI Candriam International Equity ETF Analyses
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