NYLI US Large Cap R&D Leaders ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.52% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0385 | 8.08 | |
| 0.0000 | 0.00 | |
| 0.9016 | 163.43 | |
| 0.1500 | 10.28 |
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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