NYLI Candriam U.S. Mid Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.24% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0551 | 3.84 | |
| 0.0000 | 0.00 | |
| 0.9060 | 85.33 | |
| 0.0968 | 3.66 |
Estimation Period:
Oct 25, 2022 to Feb 13, 2026
Oct 25, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other NYLI Candriam U.S. Mid Cap Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs