NYLI Candriam US Large Cap Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.63% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 6.50 | |
| 0.0075 | 0.80 | |
| 0.9036 | 116.78 | |
| 0.1181 | 9.23 |
Estimation Period:
Dec 17, 2019 to Feb 13, 2026
Dec 17, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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