NYLI Hedge Multi-Strategy Tracker ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.29% (+1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0766 | -16.91 | |
| 0.2911 | 15.35 | |
| 0.9555 | 425.79 | |
| -0.0571 | -4.25 |
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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