NYLI Merger Arbitrage ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.82% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3815 | 7.07 | |
| 0.1940 | 6.57 | |
| 0.6476 | 14.92 | |
| -0.0450 | -0.83 | |
| 0.0417 | 0.52 | |
| 0.0751 | 1.44 | |
| -0.1330 | -2.76 | |
| 0.0873 | 2.42 |
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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