NYLI Merger Arbitrage ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.20% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2293 | 6.24 | |
| 0.1046 | 33.06 | |
| 0.9856 | 465.77 | |
| 5.9978 | 8.79 |
Estimation Period:
Nov 17, 2009 to Feb 6, 2026
Nov 17, 2009 to Feb 6, 2026
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