NYLI Hedge Multi-Strategy Tracker ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.23% (+3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0037 | 11.48 | |
| 0.1383 | 18.78 | |
| 0.8364 | 144.27 | |
| 0.1164 | 14.08 |
Estimation Period:
Mar 25, 2009 to Feb 6, 2026
Mar 25, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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