NYLI Merger Arbitrage ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.03% (+7.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 7.62 | |
| 0.1181 | 31.12 | |
| 0.8676 | 259.15 | |
| 0.1314 | 14.11 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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