NYLI Candriam International Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.56% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2638 | 4.24 | |
| 0.0947 | 3.23 | |
| 0.8594 | 30.42 | |
| 0.0162 | 1.49 |
Estimation Period:
Dec 17, 2019 to Feb 13, 2026
Dec 17, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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