NYLI Merger Arbitrage ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:5.76% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 22.64 | |
| 0.0836 | 13.44 | |
| 0.8497 | 233.38 | |
| 0.1006 | 7.46 |
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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