NYLI Hedge Multi-Strategy Tracker ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.16% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7622 | 5.20 | |
| 0.1387 | 5.14 | |
| 0.7994 | 32.90 | |
| 0.1491 | 2.13 | |
| -0.2536 | -2.50 | |
| 0.2295 | 2.88 | |
| -0.1797 | -2.75 | |
| 0.0532 | 1.24 |
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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