NYLI Candriam U.S. Mid Cap Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.70% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2006 | 10.24 | |
| 0.0637 | 8.08 | |
| 0.9394 | 124.02 | |
| 7.8664 | 1.17 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
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