NYLI Candriam U.S. Mid Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.11% (-9.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1262 | 4.89 | |
| 0.0000 | 0.00 | |
| 0.2283 | 6.66 | |
| 0.1806 | 0.25 | |
| 0.1725 | 0.49 | |
| 0.6758 | 0.69 |
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
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