NYLI US Large Cap R&D Leaders ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.31% (+2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5984 | 7.78 | |
| 0.0830 | 2.09 | |
| 0.8672 | 15.79 | |
| 0.1669 | 2.79 |
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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