NYLI Candriam U.S. Mid Cap Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.12% (+2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0833 | 5.72 | |
| 0.0668 | 1.72 | |
| 0.8773 | 16.65 | |
| 0.0247 | 0.67 |
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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