NYLI CBRE NextGen Real Estate ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7449 | 7,449,040.00 | |
| 0.0051 | 50,970.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.1155 | 133.51 | |
| 0.0952 | 62.42 | |
| 0.0062 | 0.40 |
Estimation Period:
Jun 14, 2011 to Nov 8, 2024
Jun 14, 2011 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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