NYLI MacKay Core Plus Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.65% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0772 | 3.46 | |
| 0.0342 | 8.27 | |
| 0.9929 | 209.37 | |
| 12.2914 | 0.55 |
Estimation Period:
Jun 29, 2021 to Feb 6, 2026
Jun 29, 2021 to Feb 6, 2026
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