NYLI Candriam US Large Cap Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.76% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0567 | 3.01 | |
| 0.0819 | 2.13 | |
| 0.8420 | 9.11 | |
| -2.5022 | -3.20 | |
| 5.3121 | 4.54 | |
| -5.2841 | -6.39 | |
| 3.6293 | 5.19 | |
| -0.7555 | -0.89 | |
| -2.1847 | -1.25 |
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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