NYLI Candriam US Large Cap Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.29% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0602 | 3.04 | |
| 0.0839 | 2.29 | |
| 0.8464 | 11.03 | |
| -2.5536 | -3.15 | |
| 5.4244 | 4.43 | |
| -5.4663 | -6.33 | |
| 4.0261 | 5.60 | |
| -1.6811 | -2.47 | |
| 0.2150 | 0.43 |
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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