NYLI CBRE NextGen Real Estate ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 11.16 | |
| 0.0114 | 4.41 | |
| 0.9138 | 301.10 | |
| 0.1195 | 15.84 |
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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