ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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ICE BofAML U.S. Bond Market 6 Month Option Volatility Estimate Index

CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA Investment Grade 6-Month Volatility Index (BP Volatility)

CBOE Volatility Index

CBOE NASDAQ-100 Volatility Index

CBOE DJIA Volatility Index

CBOE Russell 2000 Volatility Index

CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0748	2.52
$β$	0.5620	7.08
$γ$	-0.0330	-1.61
$λ_{1}$	0.0012	0.21
$λ_{2}$	0.0386	0.30
$λ_{3}$	0.9472	5.34

V-Lab

NYLI MacKay Core Plus Bond ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.87% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NYLI MacKay Core Plus Bond ETF Analyses