NYLI Candriam US Large Cap Equity ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 8.71 | |
| 0.0877 | 13.21 | |
| 0.8909 | 116.08 |
Estimation Period:
Dec 17, 2019 to Feb 6, 2026
Dec 17, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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