NYLI US Large Cap R&D Leaders ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.32% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 1.22 | |
| 0.0903 | 10.51 | |
| 0.9670 | 182.52 | |
| -0.1408 | -15.03 |
Estimation Period:
Feb 8, 2022 to Feb 6, 2026
Feb 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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