NYLI Merger Arbitrage ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.49% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0041 | 21.81 | |
| 0.1372 | 30.78 | |
| 0.8493 | 217.39 |
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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