NYLI Candriam U.S. Mid Cap Equity ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.35% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0610 | 7.60 | |
| 0.0658 | 7.39 | |
| 0.8820 | 72.03 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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