NYLI CBRE NextGen Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1414 | 5.87 | |
| 0.1007 | 5.13 | |
| 0.8746 | 40.67 | |
| 0.0328 | 2.56 | |
| -0.0428 | -2.64 |
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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