NYLI CBRE NextGen Real Estate ETF AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 1.31 | |
| 0.0849 | 27.73 | |
| 0.8904 | 281.16 | |
| 0.6351 | 22.53 |
Estimation Period:
Jun 14, 2011 to Nov 15, 2024
Jun 14, 2011 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
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