NYLI Hedge Multi-Strategy Tracker ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.62% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7769 | 5.22 | |
| 0.1394 | 5.20 | |
| 0.7991 | 33.25 | |
| 0.1537 | 2.20 | |
| -0.2634 | -2.59 | |
| 0.2451 | 3.01 | |
| -0.2151 | -2.95 | |
| 0.1475 | 1.57 |
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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