NYLI Hedge Multi-Strategy Tracker ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.84% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0047 | 22.93 | |
| 0.1004 | 6.85 | |
| 0.8357 | 139.47 | |
| 0.0858 | 4.36 |
Estimation Period:
Mar 25, 2009 to Feb 13, 2026
Mar 25, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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