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	param	t-stat
$ω$	-0.0372	-16.05
$α$	0.2047	32.84
$β$	0.9752	706.19
$γ$	-0.0904	-10.94

V-Lab

NYLI Merger Arbitrage ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:5.80% (+0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI Merger Arbitrage ETF Analyses