NYLI Candriam US Large Cap Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.68% (+3.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.02 | |
| 0.8132 | 101.09 | |
| 0.1931 | 27.10 | |
| 0.0727 | 0.55 | |
| 0.2382 | 0.50 | |
| 0.6922 | 1.14 |
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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